+31.7%
SPGI vs ONTO
+45.4%
-13.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.1% | -12.1% | -0.9% |
| 7D | +0.3% | -14.0% | +14.3% | +0.2% |
| 30D | +18.4% | -43.1% | +61.5% | +18.3% |
| 3M | +15.7% | -35.5% | +51.2% | +15.4% |
| 6M | +17.3% | -41.1% | +58.3% | +16.4% |
| YTD | -4.7% | +9.8% | -14.5% | -9.0% |
| 1Y | +1.8% | +31.5% | -29.7% | -4.0% |
| 3Y | +31.7% | +45.2% | -13.5% | +15.7% |
| All | +31.7% | +45.4% | -13.7% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling