-85.6%
SMR vs ONTO
+46.1%
-131.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -8.7% | +4.2% | +0.7% |
| 7D | -9.5% | -17.4% | +7.8% | +0.9% |
| 30D | -33.2% | -43.2% | +10.0% | -6.9% |
| 3M | -45.9% | -35.7% | -10.2% | -32.8% |
| 6M | -57.9% | -38.3% | -19.6% | -49.5% |
| YTD | -63.8% | +17.1% | -80.9% | -77.6% |
| 1Y | -85.6% | +43.1% | -128.8% | -92.9% |
| All | -85.6% | +46.1% | -131.7% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ONTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling