+81.8%
SPY vs ONTO
+258.3%
-176.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -1.4% |
| 7D | +0.5% | +9.7% | -9.1% | -1.1% |
| 30D | -0.9% | -8.8% | +7.9% | +0.2% |
| 3M | +3.9% | +4.5% | -0.6% | +0.6% |
| 6M | +14.5% | +56.4% | -41.9% | +1.4% |
| YTD | +12.9% | +78.1% | -65.2% | -3.2% |
| 1Y | +19.4% | +171.3% | -151.9% | -7.0% |
| 3Y | +78.5% | +118.7% | -40.2% | +32.2% |
| 5Y | +81.8% | +269.4% | -187.6% | +9.9% |
| All | +81.8% | +258.3% | -176.5% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling