+96.5%
STM vs ONTO
+46.1%
+50.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -8.7% | +2.6% | -1.3% |
| 7D | -6.0% | -17.4% | +11.4% | +4.0% |
| 30D | -20.9% | -43.2% | +22.3% | +6.6% |
| 3M | -15.8% | -35.7% | +20.0% | +4.5% |
| 6M | -17.0% | -38.3% | +21.3% | +2.6% |
| YTD | +76.8% | +17.1% | +59.7% | +63.4% |
| 1Y | +96.5% | +43.1% | +53.3% | +65.2% |
| All | +96.5% | +46.1% | +50.4% | +65.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling