+106.3%
STM vs ONTO
+459.0%
-352.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.6% |
| 7D | -7.9% | -2.4% | -5.5% | -7.1% |
| 30D | -14.1% | -32.9% | +18.8% | +4.8% |
| 3M | -17.6% | -32.2% | +14.6% | -1.3% |
| 6M | -24.2% | -30.6% | +6.4% | -11.7% |
| YTD | +73.3% | +25.1% | +48.2% | +46.5% |
| 1Y | +90.1% | +40.0% | +50.1% | +51.0% |
| 3Y | +10.3% | +45.7% | -35.4% | -29.2% |
| 5Y | -5.7% | +128.8% | -134.5% | -57.5% |
| All | +106.3% | +459.0% | -352.8% | -55.5% |
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