+100.3%
SO vs ONTO
+459.0%
-358.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | 0.0% |
| 7D | -0.1% | -2.4% | +2.3% | -0.1% |
| 30D | +8.7% | -32.9% | +41.6% | +10.0% |
| 3M | +3.4% | -32.2% | +35.6% | +4.4% |
| 6M | +3.7% | -30.6% | +34.3% | +4.1% |
| YTD | +10.0% | +25.1% | -15.1% | +6.8% |
| 1Y | +6.6% | +40.0% | -33.4% | +2.7% |
| 3Y | +52.5% | +45.7% | +6.8% | +39.0% |
| 5Y | +76.1% | +128.8% | -52.7% | +43.6% |
| All | +100.3% | +459.0% | -358.8% | +11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling