-16.1%
ONDS vs SPG
+245.9%
-262.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.8% |
| 7D | -3.3% | +2.0% | -5.3% | -4.7% |
| 30D | -16.0% | +17.2% | -33.2% | -26.8% |
| 3M | -42.1% | +6.3% | -48.4% | -45.3% |
| 6M | -41.8% | +18.7% | -60.5% | -51.2% |
| YTD | -47.1% | +30.1% | -77.2% | -60.0% |
| 1Y | -21.3% | +32.8% | -54.1% | -41.9% |
| 3Y | +695.1% | +133.6% | +561.5% | +241.2% |
| 5Y | -50.0% | +84.4% | -134.4% | -73.9% |
| All | -16.1% | +245.9% | -262.0% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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