-11.6%
ONDS vs SCHG
+5.5%
-17.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +1.3% | -10.2% | -12.1% |
| 7D | -23.2% | -2.5% | -20.7% | -18.0% |
| 30D | -29.0% | -5.4% | -23.5% | -17.8% |
| 3M | -40.5% | -2.2% | -38.4% | -36.9% |
| 6M | -45.8% | +5.2% | -51.0% | -49.5% |
| YTD | -46.0% | +6.8% | -52.8% | -51.6% |
| 1Y | -11.6% | +5.9% | -17.5% | -19.0% |
| All | -11.6% | +5.5% | -17.1% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling