+23.9%
ONDS vs SYF
+176.9%
-153.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -3.5% | +2.4% | -5.9% | -4.8% |
| 30D | -14.1% | +0.8% | -14.9% | -14.3% |
| 3M | -36.3% | +13.4% | -49.7% | -41.4% |
| 6M | -27.5% | +16.3% | -43.8% | -34.0% |
| YTD | -21.9% | -3.0% | -18.9% | -21.5% |
| 1Y | +43.0% | +5.7% | +37.3% | +36.4% |
| 3Y | +697.1% | +160.1% | +537.0% | +345.8% |
| 5Y | -1.2% | +88.5% | -89.7% | -36.4% |
| All | +23.9% | +176.9% | -153.0% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling