+48.6%
SRE vs ONTO
+268.0%
-219.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.5% |
| 7D | +1.5% | +9.4% | -7.9% | +1.0% |
| 30D | +0.8% | -4.4% | +5.3% | +0.9% |
| 3M | -5.8% | +1.6% | -7.4% | -6.6% |
| 6M | -7.8% | +45.3% | -53.1% | -10.7% |
| YTD | -2.4% | +76.4% | -78.7% | -6.5% |
| 1Y | +8.9% | +167.2% | -158.3% | +1.5% |
| 3Y | +31.1% | +116.6% | -85.5% | +19.9% |
| 5Y | +48.6% | +263.7% | -215.1% | +27.9% |
| All | +48.6% | +268.0% | -219.3% | +27.9% |
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