+735.5%
ONDS vs SNAP
-43.5%
+779.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +1.1% |
| 7D | -3.5% | +0.7% | -4.3% | -3.7% |
| 30D | -14.1% | +2.6% | -16.7% | -15.2% |
| 3M | -36.3% | -9.9% | -26.5% | -35.0% |
| 6M | -27.5% | +1.9% | -29.4% | -29.5% |
| YTD | -21.9% | -32.2% | +10.3% | -14.9% |
| 1Y | +43.0% | -22.8% | +65.8% | +51.0% |
| All | +735.5% | -43.5% | +779.0% | +343.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling