+23.9%
ONDS vs SAN
+438.6%
-414.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | -3.5% | +1.8% | -5.3% | -4.2% |
| 30D | -14.1% | +2.0% | -16.1% | -14.8% |
| 3M | -36.3% | +19.7% | -56.1% | -40.6% |
| 6M | -27.5% | +30.6% | -58.1% | -34.9% |
| YTD | -21.9% | +28.8% | -50.8% | -29.9% |
| 1Y | +43.0% | +57.8% | -14.8% | +17.7% |
| 3Y | +697.1% | +338.1% | +358.9% | +328.3% |
| 5Y | -1.2% | +384.2% | -385.4% | -51.8% |
| All | +23.9% | +438.6% | -414.7% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling