+23.9%
ONDS vs SAP
+92.2%
-68.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.4% |
| 7D | -3.5% | -2.9% | -0.6% | -1.9% |
| 30D | -14.1% | +9.0% | -23.1% | -18.3% |
| 3M | -36.3% | +14.9% | -51.3% | -42.0% |
| 6M | -27.5% | +11.9% | -39.4% | -33.2% |
| YTD | -21.9% | -9.9% | -12.0% | -18.7% |
| 1Y | +43.0% | -19.5% | +62.5% | +61.6% |
| 3Y | +697.1% | +61.8% | +635.3% | +433.9% |
| 5Y | -1.2% | +56.2% | -57.3% | -33.8% |
| All | +23.9% | +92.2% | -68.3% | -37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling