+195.7%
SU vs ONTO
+661.2%
-465.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.6% |
| 7D | +1.7% | +6.5% | -4.9% | +0.3% |
| 30D | +9.6% | -15.9% | +25.5% | +13.0% |
| 3M | +11.7% | -0.2% | +11.9% | +7.7% |
| 6M | +21.9% | +38.7% | -16.8% | +6.9% |
| YTD | +58.6% | +70.4% | -11.7% | +31.0% |
| 1Y | +66.5% | +153.6% | -87.1% | +22.4% |
| 3Y | +121.4% | +109.2% | +12.2% | +47.2% |
| 5Y | +355.7% | +249.7% | +106.0% | +118.7% |
| All | +195.7% | +661.2% | -465.4% | -22.1% |
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