+376.9%
PODD vs SFM
+48.8%
+328.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.9% |
| 7D | +4.1% | +6.0% | -2.0% | +3.2% |
| 30D | +13.9% | -19.5% | +33.3% | +16.6% |
| 3M | +4.1% | -37.0% | +41.1% | +10.3% |
| 6M | +2.4% | -41.0% | +43.5% | +9.2% |
| YTD | -46.4% | -34.6% | -11.7% | -44.0% |
| 1Y | -54.2% | -36.3% | -17.9% | -52.0% |
| 3Y | -6.9% | +24.5% | -31.4% | -11.7% |
| 5Y | -51.6% | +115.9% | -167.4% | -58.3% |
| 10Y | +329.3% | +139.5% | +189.8% | +248.4% |
| All | +376.9% | +48.8% | +328.2% | +342.5% |
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