+319.5%
SN vs ONTO
+120.4%
+199.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.2% | -2.6% |
| 7D | -9.3% | -1.0% | -8.3% | -9.1% |
| 30D | -4.8% | -2.9% | -1.9% | -5.0% |
| 3M | +40.4% | -2.5% | +42.9% | +35.9% |
| 6M | +50.9% | +28.2% | +22.7% | +34.0% |
| YTD | +54.9% | +69.8% | -14.8% | +26.8% |
| 1Y | +43.0% | +162.9% | -119.9% | +2.6% |
| 3Y | +391.8% | +95.9% | +295.9% | +287.9% |
| All | +319.5% | +120.4% | +199.1% | +228.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling