+18.5%
ONDS vs SAP
+86.9%
-68.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -3.7% |
| 7D | -4.2% | -0.3% | -3.9% | -4.1% |
| 30D | -21.7% | +0.3% | -22.0% | -21.9% |
| 3M | -24.5% | +16.9% | -41.3% | -32.3% |
| 6M | -25.0% | +6.3% | -31.3% | -28.7% |
| YTD | -25.3% | -12.4% | -12.9% | -21.0% |
| 1Y | +33.8% | -21.6% | +55.4% | +53.5% |
| 3Y | +699.3% | +54.8% | +644.6% | +449.9% |
| 5Y | -5.2% | +56.2% | -61.4% | -37.0% |
| All | +18.5% | +86.9% | -68.3% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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