-1.6%
ONDS vs SFM
+216.1%
-217.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.9% | -0.4% | -4.0% |
| 7D | -4.2% | -7.2% | +3.0% | -3.6% |
| 30D | -21.7% | -14.3% | -7.4% | -20.7% |
| 3M | -24.5% | -13.7% | -10.7% | -23.7% |
| 6M | -25.0% | -6.0% | -19.0% | -25.5% |
| YTD | -25.3% | -8.2% | -17.1% | -25.7% |
| 1Y | +33.8% | -46.2% | +80.0% | +43.2% |
| 3Y | +699.3% | +83.6% | +615.8% | +683.3% |
| All | -1.6% | +216.1% | -217.7% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling