+40.1%
SRE vs ONTO
+493.5%
-453.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.2% |
| 7D | -1.1% | +34.4% | -35.5% | -3.8% |
| 30D | -4.1% | -20.4% | +16.3% | -2.6% |
| 3M | -7.3% | -37.8% | +30.5% | -4.1% |
| 6M | -14.1% | -24.6% | +10.4% | -13.9% |
| YTD | -8.5% | +32.8% | -41.3% | -14.1% |
| 1Y | -12.0% | +54.7% | -66.7% | -18.9% |
| 3Y | +23.4% | +54.7% | -31.3% | +7.2% |
| 5Y | +51.3% | +134.0% | -82.7% | +17.7% |
| All | +40.1% | +493.5% | -453.4% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling