-48.0%
SMR vs ONTO
+148.1%
-196.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.9% | -8.7% | -3.9% |
| 7D | +1.9% | +16.4% | -14.4% | -4.8% |
| 30D | -21.9% | -21.4% | -0.5% | -13.5% |
| 3M | -47.1% | -32.7% | -14.4% | -38.2% |
| 6M | -60.6% | -25.2% | -35.4% | -57.0% |
| YTD | -63.1% | +36.2% | -99.3% | -68.7% |
| 1Y | -80.4% | +61.2% | -141.6% | -84.4% |
| 3Y | +150.2% | +58.7% | +91.6% | +108.0% |
| All | -48.0% | +148.1% | -196.1% | -60.6% |
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