+236.1%
PODD vs SAN
+329.5%
-93.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.8% |
| 7D | -6.9% | -0.5% | -6.4% | -6.8% |
| 30D | -3.5% | -0.1% | -3.4% | -3.5% |
| 3M | -13.6% | +19.6% | -33.2% | -17.1% |
| 6M | -42.6% | +32.7% | -75.3% | -46.4% |
| YTD | -51.5% | +26.7% | -78.2% | -54.3% |
| 1Y | -60.9% | +51.6% | -112.6% | -64.7% |
| 3Y | -19.8% | +348.7% | -368.5% | -43.3% |
| 5Y | -54.4% | +378.7% | -433.1% | -69.1% |
| 10Y | +236.1% | +336.9% | -100.9% | +105.4% |
| All | +236.1% | +329.5% | -93.5% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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