-53.8%
ONDS vs SGI
+41.4%
-95.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -3.3% | -5.3% | +2.0% | +0.1% |
| 30D | -16.0% | -2.1% | -13.9% | -16.2% |
| 3M | -42.1% | -8.2% | -33.9% | -40.2% |
| 6M | -41.8% | -4.6% | -37.2% | -41.6% |
| YTD | -47.1% | -31.5% | -15.7% | -36.7% |
| 1Y | -21.3% | -30.8% | +9.5% | -6.9% |
| 3Y | +695.1% | +67.2% | +627.9% | +397.3% |
| All | -53.8% | +41.4% | -95.2% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling