+23.9%
ONDS vs SPYM
+126.5%
-102.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +1.2% |
| 7D | +8.2% | +0.6% | +7.7% | +6.9% |
| 30D | -16.4% | -0.9% | -15.4% | -14.5% |
| 3M | -26.0% | +3.9% | -29.9% | -30.7% |
| 6M | -22.5% | +14.5% | -37.0% | -39.5% |
| YTD | -21.9% | +13.0% | -34.9% | -37.0% |
| 1Y | +25.7% | +19.4% | +6.3% | -7.3% |
| 3Y | +735.5% | +78.9% | +656.7% | +212.5% |
| 5Y | -0.1% | +82.3% | -82.5% | -59.7% |
| All | +23.9% | +126.5% | -102.6% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling