+361.3%
PODD vs SFM
+132.6%
+228.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -4.9% | -2.5% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | +10.7% | -4.4% | +15.0% | +11.2% |
| 3M | +0.7% | +1.5% | -0.8% | +0.2% |
| 6M | -39.3% | +6.5% | -45.8% | -40.3% |
| YTD | -48.1% | +2.2% | -50.3% | -48.8% |
| 1Y | -57.4% | -41.9% | -15.5% | -54.7% |
| 3Y | -23.3% | +106.8% | -130.0% | -31.9% |
| 5Y | -51.3% | +231.6% | -282.8% | -60.2% |
| 10Y | +242.0% | +258.4% | -16.4% | +163.5% |
| All | +361.3% | +132.6% | +228.7% | +304.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling