+18.5%
ONDS vs SMTC
+133.4%
-114.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.7% |
| 7D | -4.2% | +22.5% | -26.7% | -12.0% |
| 30D | -21.7% | +24.9% | -46.6% | -29.4% |
| 3M | -24.5% | +4.1% | -28.5% | -27.9% |
| 6M | -25.0% | +92.6% | -117.6% | -45.0% |
| YTD | -25.3% | +122.5% | -147.8% | -48.8% |
| 1Y | +33.8% | +166.2% | -132.5% | -15.3% |
| 3Y | +699.3% | +577.2% | +122.2% | +150.8% |
| 5Y | -5.2% | +119.0% | -124.2% | -39.8% |
| All | +18.5% | +133.4% | -114.9% | -29.5% |
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