+100.0%
SPGI vs ONTO
+658.6%
-558.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.2% | -7.7% | -2.5% |
| 7D | +0.1% | -1.0% | +1.2% | +0.2% |
| 30D | +8.4% | -2.9% | +11.3% | +8.1% |
| 3M | +11.8% | -2.5% | +14.3% | +8.8% |
| 6M | +5.7% | +28.2% | -22.5% | -3.5% |
| YTD | -9.7% | +69.8% | -79.5% | -22.4% |
| 1Y | -12.5% | +162.9% | -175.3% | -32.2% |
| 3Y | +21.8% | +95.9% | -74.1% | -10.5% |
| 5Y | +8.2% | +244.5% | -236.3% | -37.9% |
| All | +100.0% | +658.6% | -558.6% | -28.8% |
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 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