-41.6%
ONDS vs SNAP
-90.7%
+49.1%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.7% | -6.4% |
| 7D | -3.8% | -10.6% | +6.8% | -0.5% |
| 30D | -17.2% | -19.7% | +2.5% | -11.7% |
| 3M | -40.2% | -6.5% | -33.6% | -39.6% |
| 6M | -38.5% | -17.8% | -20.8% | -36.1% |
| YTD | -42.9% | -38.0% | -4.9% | -36.0% |
| 1Y | -5.3% | -42.5% | +37.2% | +8.4% |
| 3Y | +820.7% | -55.8% | +876.5% | +901.5% |
| 5Y | -41.6% | -90.5% | +48.9% | +46.3% |
| All | -41.6% | -90.7% | +49.1% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling