+7.5%
SMR vs ONTO
+221.2%
-213.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.9% |
| 7D | +13.1% | +9.4% | +3.7% | +8.7% |
| 30D | +17.8% | -4.4% | +22.2% | +19.5% |
| 3M | +8.1% | +1.6% | +6.5% | +4.5% |
| 6M | -11.1% | +45.3% | -56.4% | -26.6% |
| YTD | -23.7% | +76.4% | -100.1% | -41.3% |
| 1Y | -69.4% | +167.2% | -236.6% | -79.9% |
| 3Y | +82.6% | +116.6% | -34.0% | +36.1% |
| All | +7.5% | +221.2% | -213.7% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling