+20.2%
SGOV vs ONDS
+21.5%
-1.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | 0.0% | -5.1% | +5.2% | 0.0% |
| 30D | +0.3% | -26.0% | +26.3% | +0.3% |
| 3M | +0.9% | -26.4% | +27.4% | +0.9% |
| 6M | +1.8% | -26.4% | +28.3% | +1.8% |
| YTD | +2.5% | -25.9% | +28.5% | +2.5% |
| 1Y | +3.8% | +12.6% | -8.8% | +3.8% |
| 3Y | +14.4% | +706.9% | -692.5% | +14.4% |
| 5Y | +20.2% | -2.4% | +22.6% | +20.2% |
| All | +20.2% | +21.5% | -1.3% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONDS.
Daily Out/Under-Performance
Portfolio return minus ONDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONDS 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 ONDS 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