-68.5%
SMR vs ONTO
+165.1%
-233.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.7% |
| 7D | +13.1% | +9.4% | +3.7% | +6.8% |
| 30D | +17.8% | -4.4% | +22.2% | +19.6% |
| 3M | +8.1% | +1.6% | +6.5% | -1.9% |
| 6M | -11.1% | +45.3% | -56.4% | -41.4% |
| YTD | -23.7% | +76.4% | -100.1% | -57.3% |
| All | -68.5% | +165.1% | -233.6% | -86.0% |
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 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