+51.6%
SW vs ONTO
+55.1%
-3.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -8.7% | +12.8% | +5.4% |
| 7D | +12.1% | -17.4% | +29.4% | +15.1% |
| 30D | +6.6% | -43.2% | +49.8% | +16.1% |
| 3M | -6.0% | -35.7% | +29.7% | -0.6% |
| 6M | +21.5% | -38.3% | +59.8% | +26.8% |
| YTD | +20.3% | +17.1% | +3.2% | +9.9% |
| 1Y | +28.1% | +43.1% | -15.0% | +12.2% |
| All | +51.6% | +55.1% | -3.5% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling