+17.9%
ONDS vs SPYG
+132.4%
-114.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.9% |
| 7D | -5.0% | -1.8% | -3.2% | -1.9% |
| 30D | -25.6% | -1.9% | -23.6% | -22.8% |
| 3M | -22.1% | +5.2% | -27.3% | -27.2% |
| 6M | -27.6% | +15.6% | -43.1% | -40.8% |
| YTD | -25.7% | +12.4% | -38.1% | -36.2% |
| 1Y | +30.4% | +17.5% | +12.9% | +6.7% |
| 3Y | +695.0% | +98.1% | +596.9% | +213.2% |
| 5Y | -2.2% | +84.9% | -87.1% | -53.4% |
| All | +17.9% | +132.4% | -114.6% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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