+79.9%
SPY vs ONTO
+56.0%
+23.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +12.0% | -9.6% | +0.7% |
| 7D | +0.1% | +1.4% | -1.3% | -0.5% |
| 30D | -3.3% | -34.1% | +30.8% | +1.7% |
| 3M | -2.4% | -37.1% | +34.6% | +2.7% |
| 6M | +2.6% | -31.8% | +34.4% | +4.9% |
| YTD | +11.2% | +22.9% | -11.7% | +2.5% |
| 1Y | +13.4% | +39.5% | -26.1% | +2.2% |
| 3Y | +79.9% | +57.7% | +22.2% | +51.2% |
| All | +79.9% | +56.0% | +23.9% | +51.2% |
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