-16.1%
ONDS vs SAN
+345.9%
-362.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.3% |
| 7D | -3.3% | +4.0% | -7.3% | -4.7% |
| 30D | -16.0% | -7.8% | -8.1% | -13.3% |
| 3M | -42.1% | -16.4% | -25.7% | -37.7% |
| 6M | -41.8% | +3.5% | -45.3% | -42.3% |
| YTD | -47.1% | +6.7% | -53.8% | -48.7% |
| 1Y | -21.3% | +14.5% | -35.8% | -25.9% |
| 3Y | +695.1% | +243.5% | +451.6% | +371.0% |
| 5Y | -50.0% | +296.2% | -346.2% | -73.4% |
| All | -16.1% | +345.9% | -362.0% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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