+17.9%
ONDS vs SLV
+156.6%
-138.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.8% | +0.8% |
| 7D | -5.0% | -5.0% | +0.1% | -3.8% |
| 30D | -25.6% | -1.8% | -23.8% | -25.2% |
| 3M | -22.1% | -0.3% | -21.8% | -21.9% |
| 6M | -27.6% | -28.2% | +0.6% | -23.0% |
| YTD | -25.7% | -10.7% | -15.0% | -24.0% |
| 1Y | +30.4% | +53.7% | -23.3% | +21.3% |
| 3Y | +695.0% | +173.7% | +521.3% | +569.9% |
| 5Y | -2.2% | +161.5% | -163.6% | -17.9% |
| All | +17.9% | +156.6% | -138.7% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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