+75.4%
SW vs ONTO
+341.5%
-266.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -15.6% | +14.1% | +0.5% |
| 7D | +4.7% | -29.7% | +34.4% | +9.2% |
| 30D | +5.0% | -50.3% | +55.3% | +14.5% |
| 3M | -7.3% | -43.5% | +36.1% | -1.4% |
| 6M | +15.0% | -48.9% | +63.8% | +22.3% |
| YTD | +18.5% | -1.2% | +19.7% | +13.9% |
| 1Y | +27.1% | +14.9% | +12.2% | +19.3% |
| 3Y | +49.3% | +31.2% | +18.1% | +32.8% |
| 5Y | -1.6% | +68.1% | -69.7% | -16.9% |
| All | +75.4% | +341.5% | -266.1% | +37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling