-26.4%
ONDS vs SPYM
+13.4%
-39.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-03-11 to 2026-09-11.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -3.3% |
| 7D | -5.1% | -0.8% | -4.3% | -2.4% |
| 30D | -26.0% | -1.1% | -24.9% | -23.0% |
| 3M | -26.4% | +3.9% | -30.3% | -34.7% |
| 6M | -26.4% | +13.6% | -40.1% | -44.7% |
| All | -26.4% | +13.4% | -39.9% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 2026-03-11 to 2026-09-11: compounded portfolio wealth divided by compounded SPYM 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…
2026-03-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling