+176.9%
SPY vs ONTO
+508.7%
-331.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.9% | -7.6% | -0.5% |
| 7D | -0.9% | +16.4% | -17.3% | -4.4% |
| 30D | -2.4% | -21.4% | +19.1% | +1.5% |
| 3M | -1.2% | -32.7% | +31.6% | +5.2% |
| 6M | +3.3% | -25.2% | +28.5% | +4.7% |
| YTD | +12.3% | +36.2% | -23.9% | -2.3% |
| 1Y | +12.4% | +61.2% | -48.7% | -6.1% |
| 3Y | +78.8% | +58.7% | +20.2% | +35.1% |
| 5Y | +75.2% | +143.6% | -68.5% | +9.8% |
| All | +176.9% | +508.7% | -331.8% | +13.8% |
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 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