-5.2%
ONDS vs SM
+119.2%
-124.4%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.5% |
| 7D | -4.2% | -0.2% | -4.0% | -4.2% |
| 30D | -21.7% | +20.3% | -42.0% | -26.5% |
| 3M | -24.5% | +22.9% | -47.4% | -31.1% |
| 6M | -25.0% | +47.8% | -72.8% | -38.2% |
| YTD | -25.3% | +107.5% | -132.8% | -46.7% |
| 1Y | +33.8% | +51.7% | -18.0% | +7.4% |
| 3Y | +699.3% | -0.9% | +700.2% | +613.5% |
| 5Y | -5.2% | +112.2% | -117.4% | -22.5% |
| All | -5.2% | +119.2% | -124.4% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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