+82.3%
SPYM vs ONTO
+268.0%
-185.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -0.4% | +9.4% | -9.7% | -2.0% |
| 30D | -1.4% | -4.4% | +3.1% | -1.1% |
| 3M | +3.7% | +1.6% | +2.1% | +1.0% |
| 6M | +13.0% | +45.3% | -32.2% | +1.8% |
| YTD | +12.5% | +76.4% | -63.9% | -3.1% |
| 1Y | +18.6% | +167.2% | -148.5% | -6.8% |
| 3Y | +78.0% | +116.6% | -38.5% | +32.7% |
| 5Y | +82.3% | +263.7% | -181.4% | +11.1% |
| All | +82.3% | +268.0% | -185.7% | +11.1% |
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