-3.3%
ONDS vs SITM
+172.2%
-175.5%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.7% | -1.3% |
| 7D | -5.0% | +4.8% | -9.8% | -6.6% |
| 30D | -25.6% | -9.7% | -15.8% | -23.2% |
| 3M | -22.1% | -9.3% | -12.8% | -21.2% |
| 6M | -27.6% | +69.5% | -97.1% | -43.1% |
| YTD | -25.7% | +70.5% | -96.2% | -44.1% |
| 1Y | +30.4% | +145.3% | -114.9% | -16.4% |
| 3Y | +695.0% | +432.8% | +262.2% | +236.9% |
| All | -3.3% | +172.2% | -175.5% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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