-16.1%
ONDS vs SMTC
+63.1%
-79.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | -1.4% |
| 7D | -3.3% | +11.0% | -14.3% | -7.2% |
| 30D | -16.0% | -28.5% | +12.5% | -4.4% |
| 3M | -42.1% | -14.2% | -27.9% | -40.6% |
| 6M | -41.8% | -18.0% | -23.8% | -40.0% |
| YTD | -47.1% | +55.5% | -102.6% | -59.0% |
| 1Y | -21.3% | +69.5% | -90.9% | -40.8% |
| 3Y | +695.1% | +699.7% | -4.6% | +115.0% |
| 5Y | -50.0% | +27.4% | -77.5% | -59.2% |
| All | -16.1% | +63.1% | -79.2% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling