-2.3%
SW vs ONTO
+243.6%
-245.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.2% | -4.9% | +0.2% |
| 7D | -5.1% | -1.0% | -4.1% | -4.9% |
| 30D | -4.6% | -2.9% | -1.7% | -4.6% |
| 3M | +9.4% | -2.5% | +11.8% | +7.4% |
| 6M | +3.5% | +28.2% | -24.7% | -4.3% |
| YTD | +22.0% | +69.8% | -47.7% | +6.7% |
| 1Y | +2.2% | +162.9% | -160.7% | -18.6% |
| 3Y | +19.6% | +95.9% | -76.4% | -5.3% |
| All | -2.3% | +243.6% | -245.9% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling