+621.9%
SOXX vs ONTO
+661.2%
-39.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -0.9% |
| 7D | +3.0% | +6.5% | -3.5% | -0.4% |
| 30D | -3.1% | -15.9% | +12.8% | +5.5% |
| 3M | -4.4% | -0.2% | -4.2% | -7.1% |
| 6M | +52.9% | +38.7% | +14.1% | +24.2% |
| YTD | +72.0% | +70.4% | +1.7% | +24.2% |
| 1Y | +105.1% | +153.6% | -48.5% | +18.3% |
| 3Y | +220.6% | +109.2% | +111.4% | +78.1% |
| 5Y | +244.8% | +249.7% | -4.9% | +35.3% |
| All | +621.9% | +661.2% | -39.2% | +64.6% |
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 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