+17.9%
ONDS vs SNAP
-88.5%
+106.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -1.7% |
| 7D | -5.0% | -3.2% | -1.8% | -4.1% |
| 30D | -25.6% | +0.2% | -25.7% | -26.0% |
| 3M | -22.1% | +2.6% | -24.7% | -23.8% |
| 6M | -27.6% | +12.4% | -40.0% | -31.7% |
| YTD | -25.7% | -31.6% | +5.9% | -18.8% |
| 1Y | +30.4% | -21.7% | +52.1% | +37.2% |
| 3Y | +695.0% | -41.2% | +736.2% | +702.7% |
| 5Y | -2.2% | -92.6% | +90.4% | +60.7% |
| All | +17.9% | -88.5% | +106.4% | +94.0% |
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