+17.9%
ONDS vs SYF
+161.4%
-143.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | +1.0% |
| 7D | -5.0% | -5.5% | +0.5% | -1.6% |
| 30D | -25.6% | -3.9% | -21.7% | -23.5% |
| 3M | -22.1% | +8.9% | -31.0% | -26.3% |
| 6M | -27.6% | +16.2% | -43.8% | -34.0% |
| YTD | -25.7% | -8.4% | -17.3% | -22.6% |
| 1Y | +30.4% | +2.6% | +27.8% | +27.0% |
| 3Y | +695.0% | +156.4% | +538.6% | +349.5% |
| 5Y | -2.2% | +78.2% | -80.3% | -34.7% |
| All | +17.9% | +161.4% | -143.5% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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