+16.1%
STM vs ONTO
+56.0%
-40.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.6% |
| 7D | +16.3% | +34.4% | -18.1% | +1.2% |
| 30D | -6.3% | -20.4% | +14.2% | +3.0% |
| 3M | -14.1% | -37.8% | +23.7% | +4.6% |
| 6M | -19.6% | -24.6% | +5.0% | -11.1% |
| YTD | +80.1% | +32.8% | +47.3% | +57.9% |
| 1Y | +95.4% | +54.7% | +40.6% | +61.3% |
| All | +16.1% | +56.0% | -40.0% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling