+330.4%
PODD vs SFM
+137.0%
+193.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | -4.4% | -0.4% | -3.9% | -4.3% |
| 30D | +8.1% | -19.2% | +27.3% | +10.1% |
| 3M | +2.9% | -40.3% | +43.2% | +8.3% |
| 6M | -5.7% | -40.9% | +35.1% | -0.9% |
| YTD | -47.5% | -35.5% | -12.0% | -45.6% |
| 1Y | -55.7% | -37.4% | -18.2% | -53.9% |
| 3Y | -3.7% | +25.5% | -29.2% | -5.6% |
| 5Y | -52.6% | +113.0% | -165.6% | -55.9% |
| All | +330.4% | +137.0% | +193.4% | +322.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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