+824.1%
PODD vs SBAC
+587.8%
+236.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.5% |
| 7D | +1.6% | -0.8% | +2.4% | +2.0% |
| 30D | +10.7% | +6.9% | +3.7% | +7.0% |
| 3M | +0.7% | -8.2% | +9.0% | +5.1% |
| 6M | -39.3% | -1.6% | -37.6% | -40.0% |
| YTD | -48.1% | -0.1% | -48.0% | -49.5% |
| 1Y | -57.4% | -0.5% | -57.0% | -58.6% |
| 3Y | -23.3% | -9.1% | -14.2% | -24.8% |
| 5Y | -51.3% | -43.8% | -7.5% | -38.9% |
| 10Y | +242.0% | +80.5% | +161.5% | +112.0% |
| All | +824.1% | +587.8% | +236.2% | +111.3% |
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