-4.6%
STM vs ONTO
+124.4%
-128.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +2.0% |
| 7D | +12.0% | +17.5% | -5.5% | +3.1% |
| 30D | -0.4% | -15.7% | +15.3% | +7.4% |
| 3M | -13.2% | -39.7% | +26.5% | +9.3% |
| 6M | -26.1% | -26.5% | +0.4% | -16.9% |
| YTD | +81.2% | +29.0% | +52.2% | +54.2% |
| 1Y | +98.3% | +57.0% | +41.4% | +53.6% |
| 3Y | +16.7% | +50.0% | -33.3% | -23.5% |
| All | -4.6% | +124.4% | -128.9% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling