+18.5%
SPY vs ONTO
+168.3%
-149.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -0.4% | +9.4% | -9.7% | -1.3% |
| 30D | -1.4% | -4.4% | +3.1% | -1.2% |
| 3M | +3.7% | +1.6% | +2.1% | +1.8% |
| 6M | +13.0% | +45.3% | -32.3% | +5.0% |
| YTD | +12.4% | +76.4% | -64.0% | +1.5% |
| 1Y | +18.5% | +167.2% | -148.6% | +3.4% |
| All | +18.5% | +168.3% | -149.7% | +3.4% |
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