-48.5%
PODD vs SGI
-10.7%
-37.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +6.8% | -0.3% | +5.4% |
| 7D | +10.8% | +12.1% | -1.3% | +8.8% |
| 30D | +21.7% | +12.1% | +9.6% | +19.5% |
| 3M | -1.1% | +0.4% | -1.5% | -1.8% |
| 6M | -3.7% | -4.0% | +0.3% | -5.3% |
| YTD | -41.9% | -21.2% | -20.7% | -41.1% |
| 1Y | -48.5% | -12.1% | -36.4% | -49.2% |
| All | -48.5% | -10.7% | -37.8% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling