+46.6%
SRE vs ONTO
+696.1%
-649.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.4% | -1.2% |
| 7D | -0.8% | +4.9% | -5.8% | -1.3% |
| 30D | -3.0% | -16.6% | +13.6% | -1.5% |
| 3M | -8.3% | -7.3% | -1.0% | -8.8% |
| 6M | -8.9% | +45.9% | -54.8% | -14.1% |
| YTD | -4.3% | +78.2% | -82.4% | -11.9% |
| 1Y | +2.7% | +159.8% | -157.1% | -9.7% |
| 3Y | +28.7% | +123.4% | -94.8% | +8.1% |
| 5Y | +47.1% | +265.8% | -218.6% | +8.3% |
| All | +46.6% | +696.1% | -649.5% | -20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling