-53.7%
SMR vs ONTO
+134.9%
-188.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.0% |
| 7D | -8.3% | +17.5% | -25.8% | -15.1% |
| 30D | -20.1% | -15.7% | -4.4% | -14.2% |
| 3M | -52.7% | -39.7% | -13.0% | -41.7% |
| 6M | -61.0% | -26.5% | -34.6% | -57.0% |
| YTD | -67.1% | +29.0% | -96.1% | -71.3% |
| 1Y | -79.9% | +57.0% | -136.8% | -83.8% |
| 3Y | +101.7% | +50.0% | +51.7% | +72.2% |
| All | -53.7% | +134.9% | -188.6% | -64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling