+21.0%
STM vs ONTO
+243.6%
-222.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.2% | -4.3% | -1.1% |
| 7D | +5.8% | -1.0% | +6.8% | +6.2% |
| 30D | -1.0% | -2.9% | +1.9% | -0.8% |
| 3M | -33.3% | -2.5% | -30.8% | -33.9% |
| 6M | +57.4% | +28.2% | +29.1% | +36.1% |
| YTD | +102.2% | +69.8% | +32.4% | +52.1% |
| 1Y | +99.6% | +162.9% | -63.3% | +19.7% |
| 3Y | +14.5% | +95.9% | -81.4% | -33.9% |
| All | +21.0% | +243.6% | -222.6% | -55.2% |
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 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