+855.4%
PODD vs SGI
+967.3%
-111.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | +4.1% | -5.3% | +9.4% | +5.6% |
| 30D | +13.9% | -2.1% | +15.9% | +14.5% |
| 3M | +4.1% | -8.2% | +12.3% | +6.5% |
| 6M | +2.4% | -4.6% | +7.0% | +3.0% |
| YTD | -46.4% | -31.5% | -14.9% | -41.6% |
| 1Y | -54.2% | -30.8% | -23.3% | -50.3% |
| 3Y | -6.9% | +67.2% | -74.1% | -22.5% |
| 5Y | -51.6% | +42.5% | -94.1% | -59.1% |
| 10Y | +329.3% | +321.9% | +7.4% | +132.3% |
| All | +855.4% | +967.3% | -111.9% | +105.4% |
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