-53.0%
PODD vs SFM
+219.5%
-272.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.5% | +3.0% | -2.6% |
| 7D | -4.1% | -5.8% | +1.7% | -3.3% |
| 30D | +0.8% | -11.4% | +12.1% | +2.5% |
| 3M | -6.1% | -12.2% | +6.1% | -4.6% |
| 6M | -40.0% | -5.2% | -34.8% | -40.0% |
| YTD | -49.9% | -4.5% | -45.5% | -50.1% |
| 1Y | -59.3% | -45.4% | -13.9% | -56.1% |
| 3Y | -17.2% | +91.1% | -108.3% | -24.0% |
| 5Y | -53.0% | +226.8% | -279.8% | -58.3% |
| All | -53.0% | +219.5% | -272.5% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling