+88.9%
SMR vs ONTO
+118.2%
-29.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +4.9% | +10.4% | +12.5% |
| 7D | +21.4% | +9.7% | +11.7% | +15.3% |
| 30D | +13.8% | -8.8% | +22.7% | +19.0% |
| 3M | +3.9% | +4.5% | -0.6% | -3.1% |
| 6M | -4.2% | +56.4% | -60.6% | -29.4% |
| YTD | -21.1% | +78.1% | -99.2% | -45.3% |
| 1Y | -67.1% | +171.3% | -238.3% | -81.7% |
| 3Y | +88.9% | +118.7% | -29.8% | +3.2% |
| All | +88.9% | +118.2% | -29.4% | +3.2% |
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