+23.9%
ONDS vs SBAC
-27.7%
+51.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | -3.5% | -0.8% | -2.8% | -3.3% |
| 30D | -14.1% | +6.9% | -21.0% | -16.4% |
| 3M | -36.3% | -8.2% | -28.1% | -34.9% |
| 6M | -27.5% | -1.6% | -25.9% | -29.5% |
| YTD | -21.9% | -0.1% | -21.8% | -25.6% |
| 1Y | +43.0% | -0.5% | +43.4% | +35.9% |
| 3Y | +697.1% | -9.1% | +706.1% | +651.7% |
| 5Y | -1.2% | -43.8% | +42.6% | +21.7% |
| All | +23.9% | -27.7% | +51.6% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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