-54.4%
PODD vs SGI
+56.1%
-110.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.4% |
| 7D | -6.9% | +0.6% | -7.5% | -7.1% |
| 30D | -3.5% | +5.5% | -9.0% | -5.3% |
| 3M | -13.6% | -3.6% | -10.0% | -13.1% |
| 6M | -42.6% | -15.0% | -27.6% | -40.4% |
| YTD | -51.5% | -23.0% | -28.4% | -48.1% |
| 1Y | -60.9% | -18.4% | -42.5% | -59.3% |
| 3Y | -19.8% | +57.8% | -77.5% | -38.0% |
| 5Y | -54.4% | +51.5% | -105.8% | -66.7% |
| All | -54.4% | +56.1% | -110.5% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling