+18.5%
ONDS vs SIMO
+627.0%
-608.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.4% | -5.0% |
| 7D | -4.2% | +14.5% | -18.7% | -8.7% |
| 30D | -21.7% | +20.4% | -42.1% | -27.0% |
| 3M | -24.5% | +7.1% | -31.6% | -28.2% |
| 6M | -25.0% | +129.2% | -154.2% | -49.9% |
| YTD | -25.3% | +201.9% | -227.2% | -58.1% |
| 1Y | +33.8% | +235.5% | -201.7% | -28.2% |
| 3Y | +699.3% | +463.8% | +235.5% | +249.1% |
| 5Y | -5.2% | +306.7% | -311.9% | -55.4% |
| All | +18.5% | +627.0% | -608.5% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling