+99.6%
STM vs ONTO
+162.8%
-63.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.2% | -4.3% | -1.3% |
| 7D | +5.8% | -1.0% | +6.8% | +6.2% |
| 30D | -1.0% | -2.9% | +1.9% | -0.9% |
| 3M | -33.3% | -2.5% | -30.8% | -33.9% |
| 6M | +57.4% | +28.2% | +29.1% | +37.4% |
| YTD | +102.2% | +69.8% | +32.4% | +59.3% |
| 1Y | +99.6% | +162.9% | -63.3% | +34.3% |
| All | +99.6% | +162.8% | -63.2% | +34.3% |
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 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