-16.1%
ONDS vs SNAP
-89.0%
+72.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.2% |
| 7D | -3.3% | +6.0% | -9.3% | -4.9% |
| 30D | -16.0% | -13.8% | -2.2% | -12.3% |
| 3M | -42.1% | -0.8% | -41.3% | -42.5% |
| 6M | -41.8% | -6.2% | -35.5% | -41.8% |
| YTD | -47.1% | -34.8% | -12.3% | -41.7% |
| 1Y | -21.3% | -38.7% | +17.4% | -11.4% |
| 3Y | +695.1% | -53.5% | +748.5% | +754.0% |
| 5Y | -50.0% | -90.2% | +40.2% | -22.7% |
| All | -16.1% | -89.0% | +72.9% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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