+97.7%
SO vs ONTO
+493.5%
-395.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.4% |
| 7D | -0.9% | +34.4% | -35.3% | -1.9% |
| 30D | +4.9% | -20.4% | +25.4% | +5.6% |
| 3M | +0.8% | -37.8% | +38.6% | +2.2% |
| 6M | +0.6% | -24.6% | +25.1% | +0.6% |
| YTD | +8.7% | +32.8% | -24.2% | +5.3% |
| 1Y | +4.0% | +54.7% | -50.8% | -0.2% |
| 3Y | +50.6% | +54.7% | -4.1% | +37.0% |
| 5Y | +77.5% | +134.0% | -56.5% | +45.6% |
| All | +97.7% | +493.5% | -395.7% | +9.9% |
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