+111.3%
SPGI vs ONTO
+493.5%
-382.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.1% |
| 7D | -0.8% | +34.4% | -35.2% | -4.8% |
| 30D | +14.3% | -20.4% | +34.7% | +16.9% |
| 3M | +14.5% | -37.8% | +52.3% | +20.4% |
| 6M | +17.3% | -24.6% | +41.8% | +16.3% |
| YTD | -4.6% | +32.8% | -37.4% | -16.4% |
| 1Y | +0.8% | +54.7% | -54.0% | -14.6% |
| 3Y | +28.8% | +54.7% | -25.9% | -3.3% |
| 5Y | +14.0% | +134.0% | -120.1% | -29.6% |
| All | +111.3% | +493.5% | -382.2% | -23.2% |
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