+695.1%
ONDS vs SFM
+27.3%
+667.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.4% | -3.1% |
| 7D | -3.3% | +6.0% | -9.3% | -3.6% |
| 30D | -16.0% | -19.5% | +3.5% | -14.7% |
| 3M | -42.1% | -37.0% | -5.1% | -39.8% |
| 6M | -41.8% | -41.0% | -0.8% | -39.2% |
| YTD | -47.1% | -34.6% | -12.5% | -46.1% |
| 1Y | -21.3% | -36.3% | +14.9% | -19.7% |
| 3Y | +695.1% | +24.5% | +670.5% | +604.7% |
| All | +695.1% | +27.3% | +667.7% | +604.7% |
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