-51.8%
PODD vs SAN
+294.0%
-345.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.5% | +2.0% |
| 7D | +4.1% | +4.0% | +0.1% | +3.0% |
| 30D | +13.9% | -7.8% | +21.7% | +15.9% |
| 3M | +4.1% | -16.4% | +20.5% | +8.3% |
| 6M | +2.4% | +3.5% | -1.1% | +0.4% |
| YTD | -46.4% | +6.7% | -53.0% | -48.3% |
| 1Y | -54.2% | +14.5% | -68.7% | -56.7% |
| 3Y | -6.9% | +243.5% | -250.4% | -37.3% |
| All | -51.8% | +294.0% | -345.8% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling