+114.4%
STM vs ONTO
+493.5%
-379.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.7% |
| 7D | +16.3% | +34.4% | -18.1% | -0.9% |
| 30D | -6.3% | -20.4% | +14.2% | +4.6% |
| 3M | -14.1% | -37.8% | +23.7% | +8.0% |
| 6M | -19.6% | -24.6% | +5.0% | -10.4% |
| YTD | +80.1% | +32.8% | +47.3% | +47.4% |
| 1Y | +95.4% | +54.7% | +40.6% | +47.2% |
| 3Y | +14.7% | +54.7% | -40.0% | -28.8% |
| 5Y | -5.4% | +134.0% | -139.4% | -57.8% |
| All | +114.4% | +493.5% | -379.1% | -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 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