+236.1%
PODD vs SBAC
+78.4%
+157.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.0% | -2.7% |
| 7D | -6.9% | +0.2% | -7.1% | -6.9% |
| 30D | -3.5% | +3.9% | -7.3% | -4.9% |
| 3M | -13.6% | -8.2% | -5.4% | -10.6% |
| 6M | -42.6% | -2.8% | -39.8% | -42.6% |
| YTD | -51.5% | -1.5% | -49.9% | -52.0% |
| 1Y | -60.9% | 0.0% | -60.9% | -61.7% |
| 3Y | -19.8% | -8.4% | -11.4% | -20.7% |
| 5Y | -54.4% | -43.5% | -10.8% | -44.1% |
| 10Y | +236.1% | +86.9% | +149.2% | +200.4% |
| All | +236.1% | +78.4% | +157.7% | +200.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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