+73.1%
SPYM vs ONTO
+124.4%
-51.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.1% |
| 7D | +2.6% | +17.5% | -15.0% | -0.4% |
| 30D | -2.0% | -15.7% | +13.7% | +0.1% |
| 3M | -2.8% | -39.7% | +36.9% | +4.4% |
| 6M | +2.2% | -26.5% | +28.6% | +3.6% |
| YTD | +11.5% | +29.0% | -17.4% | +0.1% |
| 1Y | +13.5% | +57.0% | -43.5% | -2.2% |
| 3Y | +78.0% | +50.0% | +28.0% | +40.6% |
| All | +73.1% | +124.4% | -51.3% | +12.3% |
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