+126.4%
SMR vs ONTO
+60.0%
+66.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.9% | -8.7% | -4.7% |
| 7D | +1.9% | +16.4% | -14.4% | -6.3% |
| 30D | -21.9% | -21.4% | -0.5% | -11.8% |
| 3M | -47.1% | -32.7% | -14.4% | -36.4% |
| 6M | -60.6% | -25.2% | -35.4% | -56.7% |
| YTD | -63.1% | +36.2% | -99.3% | -70.9% |
| 1Y | -80.4% | +61.2% | -141.6% | -85.9% |
| All | +126.4% | +60.0% | +66.4% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling