+27.4%
SW vs ONTO
+40.7%
-13.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.2% |
| 7D | +2.2% | -2.4% | +4.6% | +2.2% |
| 30D | +7.4% | -32.9% | +40.4% | +12.2% |
| 3M | -5.9% | -32.2% | +26.3% | -2.6% |
| 6M | +9.0% | -30.6% | +39.6% | +9.4% |
| YTD | +18.1% | +25.1% | -7.0% | +4.2% |
| All | +27.4% | +40.7% | -13.3% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling