+32.8%
SNOW vs ONTO
+820.0%
-787.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +6.2% | -11.6% | -7.3% |
| 7D | +2.8% | -1.0% | +3.8% | +2.9% |
| 30D | +6.4% | -2.9% | +9.3% | +6.0% |
| 3M | +38.1% | -2.5% | +40.5% | +31.7% |
| 6M | +100.4% | +28.2% | +72.2% | +64.8% |
| YTD | +53.7% | +69.8% | -16.1% | +12.5% |
| 1Y | +52.0% | +162.9% | -110.9% | -8.7% |
| 3Y | +114.7% | +95.9% | +18.7% | +18.8% |
| 5Y | +8.8% | +244.5% | -235.7% | -58.2% |
| All | +32.8% | +820.0% | -787.3% | -68.1% |
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