+18.5%
ONDS vs SPYG
+134.4%
-115.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -4.0% | -3.7% |
| 7D | -4.2% | +0.3% | -4.5% | -4.8% |
| 30D | -21.7% | -1.7% | -20.0% | -19.1% |
| 3M | -24.5% | +3.6% | -28.1% | -27.7% |
| 6M | -25.0% | +16.6% | -41.6% | -39.7% |
| YTD | -25.3% | +13.4% | -38.7% | -36.8% |
| 1Y | +33.8% | +19.6% | +14.2% | +6.2% |
| 3Y | +699.3% | +99.8% | +599.6% | +210.3% |
| 5Y | -5.2% | +85.0% | -90.2% | -54.9% |
| All | +18.5% | +134.4% | -115.9% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling