+1.7%
SPGI vs ONTO
+33.8%
-32.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.0% | -11.3% | +1.9% |
| 7D | -0.9% | +1.4% | -2.2% | -0.5% |
| 30D | +15.5% | -34.1% | +49.6% | +11.1% |
| 3M | +15.7% | -37.1% | +52.7% | +11.3% |
| 6M | +19.1% | -31.8% | +50.9% | +15.3% |
| YTD | -4.1% | +22.9% | -27.0% | -5.5% |
| All | +1.7% | +33.8% | -32.0% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling