+750.4%
ONDS vs SFM
+90.5%
+660.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +0.5% |
| 7D | +8.2% | -5.8% | +14.1% | +8.7% |
| 30D | -16.4% | -11.4% | -5.0% | -15.7% |
| 3M | -26.0% | -12.2% | -13.8% | -25.5% |
| 6M | -22.5% | -5.2% | -17.3% | -23.1% |
| YTD | -21.9% | -4.5% | -17.5% | -22.8% |
| 1Y | +25.7% | -45.4% | +71.1% | +38.0% |
| All | +750.4% | +90.5% | +660.0% | +852.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3y: compounded portfolio wealth divided by compounded SFM 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…
3y analysis · Full analysis span regression · 6 months rolling