+93.6%
SPGI vs ONTO
+695.7%
-602.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.9% | -8.1% | -3.9% |
| 7D | -2.5% | +9.7% | -12.1% | -3.8% |
| 30D | +5.4% | -8.8% | +14.2% | +6.2% |
| 3M | +9.0% | +4.5% | +4.5% | +5.0% |
| 6M | +0.8% | +56.4% | -55.6% | -11.1% |
| YTD | -12.6% | +78.1% | -90.6% | -25.4% |
| 1Y | -16.1% | +171.3% | -187.4% | -35.3% |
| 3Y | +19.0% | +118.7% | -99.7% | -14.8% |
| 5Y | +5.1% | +269.4% | -264.3% | -40.5% |
| All | +93.6% | +695.7% | -602.1% | -31.5% |
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