+247.9%
SOXX vs ONTO
+261.1%
-13.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | -0.5% |
| 7D | +1.4% | +4.9% | -3.6% | -1.2% |
| 30D | -3.6% | -16.6% | +13.1% | +5.4% |
| 3M | -10.2% | -7.3% | -2.8% | -9.1% |
| 6M | +54.2% | +45.9% | +8.3% | +22.3% |
| YTD | +75.2% | +78.2% | -3.0% | +24.2% |
| 1Y | +107.5% | +159.8% | -52.3% | +19.1% |
| 3Y | +226.8% | +123.4% | +103.3% | +73.6% |
| All | +247.9% | +261.1% | -13.2% | +27.4% |
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