+824.1%
PODD vs SAN
+148.8%
+675.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | +1.6% | +1.8% | -0.2% | +1.0% |
| 30D | +10.7% | +2.0% | +8.7% | +9.8% |
| 3M | +0.7% | +19.7% | -19.0% | -6.3% |
| 6M | -39.3% | +30.6% | -69.9% | -45.7% |
| YTD | -48.1% | +28.8% | -77.0% | -53.7% |
| 1Y | -57.4% | +57.8% | -115.2% | -64.9% |
| 3Y | -23.3% | +338.1% | -361.4% | -57.9% |
| 5Y | -51.3% | +384.2% | -435.5% | -75.3% |
| 10Y | +242.0% | +353.1% | -111.1% | +55.2% |
| All | +824.1% | +148.8% | +675.2% | +243.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling