+23.9%
ONDS vs SM
+800.6%
-776.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.6% |
| 7D | -3.5% | +0.1% | -3.6% | -3.7% |
| 30D | -14.1% | +26.3% | -40.4% | -19.9% |
| 3M | -36.3% | +8.7% | -45.0% | -38.9% |
| 6M | -27.5% | +51.7% | -79.2% | -39.0% |
| YTD | -21.9% | +99.0% | -121.0% | -40.3% |
| 1Y | +43.0% | +34.6% | +8.4% | +23.6% |
| 3Y | +697.1% | -7.8% | +704.8% | +644.5% |
| 5Y | -1.2% | +104.8% | -105.9% | -26.2% |
| All | +23.9% | +800.6% | -776.7% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling