+824.1%
PODD vs SGI
+1,127.3%
-303.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | +1.6% | +8.5% | -6.9% | -0.8% |
| 30D | +10.7% | +0.7% | +10.0% | +10.2% |
| 3M | +0.7% | +0.6% | +0.1% | 0.0% |
| 6M | -39.3% | -17.9% | -21.3% | -36.8% |
| YTD | -48.1% | -21.2% | -26.9% | -45.6% |
| 1Y | -57.4% | -18.9% | -38.6% | -55.9% |
| 3Y | -23.3% | +52.6% | -75.9% | -34.6% |
| 5Y | -51.3% | +60.7% | -112.0% | -60.3% |
| 10Y | +242.0% | +278.1% | -36.1% | +89.5% |
| All | +824.1% | +1,127.3% | -303.3% | +91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling