+23.9%
ONDS vs SGI
+189.5%
-165.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +8.2% | +9.3% | -1.0% | +3.3% |
| 30D | -16.4% | +6.9% | -23.2% | -19.5% |
| 3M | -26.0% | +2.8% | -28.9% | -27.9% |
| 6M | -22.5% | -12.6% | -9.9% | -17.9% |
| YTD | -21.9% | -21.5% | -0.4% | -13.4% |
| 1Y | +25.7% | -18.8% | +44.5% | +34.4% |
| 3Y | +735.5% | +60.8% | +674.7% | +498.4% |
| 5Y | -0.1% | +60.0% | -60.1% | -35.4% |
| All | +23.9% | +189.5% | -165.6% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling