+17.9%
ONDS vs SMTC
+126.6%
-108.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.6% |
| 7D | -5.0% | +17.5% | -22.5% | -11.3% |
| 30D | -25.6% | +21.3% | -46.9% | -32.2% |
| 3M | -22.1% | +3.1% | -25.3% | -25.5% |
| 6M | -27.6% | +81.7% | -109.3% | -45.7% |
| YTD | -25.7% | +115.9% | -141.7% | -48.5% |
| 1Y | +30.4% | +157.8% | -127.4% | -16.4% |
| 3Y | +695.0% | +557.3% | +137.7% | +152.3% |
| 5Y | -2.2% | +114.7% | -116.8% | -37.6% |
| All | +17.9% | +126.6% | -108.7% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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