+23.9%
ONDS vs SFM
+305.4%
-281.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.4% |
| 7D | -3.5% | -0.1% | -3.5% | -3.5% |
| 30D | -14.1% | -4.4% | -9.7% | -13.9% |
| 3M | -36.3% | +1.5% | -37.9% | -36.6% |
| 6M | -27.5% | +6.5% | -34.0% | -28.7% |
| YTD | -21.9% | +2.2% | -24.1% | -23.0% |
| 1Y | +43.0% | -41.9% | +84.9% | +51.2% |
| 3Y | +697.1% | +106.8% | +590.3% | +680.6% |
| 5Y | -1.2% | +231.6% | -232.7% | -2.8% |
| All | +23.9% | +305.4% | -281.5% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling