+855.4%
PODD vs SBAC
+592.1%
+263.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.4% |
| 7D | +4.1% | +0.6% | +3.4% | +3.7% |
| 30D | +13.9% | +5.5% | +8.4% | +10.9% |
| 3M | +4.1% | +3.1% | +1.0% | +2.2% |
| 6M | +2.4% | -7.0% | +9.5% | +5.8% |
| YTD | -46.4% | +0.5% | -46.9% | -48.1% |
| 1Y | -54.2% | +0.2% | -54.4% | -55.6% |
| 3Y | -6.9% | -7.4% | +0.5% | -9.3% |
| 5Y | -51.6% | -39.7% | -11.9% | -41.6% |
| 10Y | +329.3% | +112.5% | +216.7% | +142.0% |
| All | +855.4% | +592.1% | +263.3% | +117.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling