+92.5%
STM vs ONTO
+390.5%
-298.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +11.1% | -6.7% | -1.4% |
| 7D | -10.7% | -14.0% | +3.3% | -3.8% |
| 30D | -25.7% | -43.1% | +17.3% | -1.1% |
| 3M | -21.6% | -35.5% | +14.0% | -3.8% |
| 6M | -27.8% | -41.1% | +13.3% | -8.2% |
| YTD | +61.8% | +9.8% | +52.0% | +46.7% |
| 1Y | +78.1% | +31.5% | +46.6% | +46.3% |
| 3Y | +4.9% | +45.2% | -40.3% | -33.4% |
| 5Y | -14.3% | +86.7% | -101.0% | -56.7% |
| All | +92.5% | +390.5% | -298.0% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling