+439.5%
SN vs ONTO
+42.5%
+397.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.1% | -8.4% | +0.3% |
| 7D | +7.2% | -14.0% | +21.2% | +10.0% |
| 30D | +20.4% | -43.1% | +63.5% | +35.0% |
| 3M | +23.9% | -35.5% | +59.4% | +32.9% |
| 6M | +93.0% | -41.1% | +134.1% | +105.2% |
| YTD | +99.2% | +9.8% | +89.5% | +76.4% |
| 1Y | +142.6% | +31.5% | +111.1% | +104.2% |
| 3Y | +398.8% | +45.2% | +353.6% | +328.9% |
| All | +439.5% | +42.5% | +397.0% | +356.8% |
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