-11.6%
ONDS vs SGI
-10.7%
-0.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +6.8% | -15.8% | -10.2% |
| 7D | -23.2% | +12.1% | -35.2% | -25.1% |
| 30D | -29.0% | +12.1% | -41.0% | -30.9% |
| 3M | -40.5% | +0.4% | -40.9% | -40.6% |
| 6M | -45.8% | -4.0% | -41.8% | -45.8% |
| YTD | -46.0% | -21.2% | -24.8% | -49.5% |
| 1Y | -11.6% | -12.1% | +0.5% | -0.5% |
| All | -11.6% | -10.7% | -0.9% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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