+215.2%
PODD vs SHAK
+87.2%
+128.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.2% | -5.2% | -2.7% |
| 7D | -10.5% | -8.3% | -2.2% | -8.8% |
| 30D | -9.0% | -12.6% | +3.6% | -6.4% |
| 3M | -11.5% | +9.1% | -20.7% | -14.6% |
| 6M | -44.7% | -31.2% | -13.5% | -42.0% |
| YTD | -53.6% | -21.6% | -32.0% | -53.1% |
| 1Y | -61.0% | -38.8% | -22.2% | -58.2% |
| 3Y | -24.7% | +0.6% | -25.3% | -32.5% |
| 5Y | -55.5% | -22.5% | -33.0% | -59.5% |
| All | +215.2% | +87.2% | +128.0% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 10y: compounded portfolio wealth divided by compounded SHAK 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…
10y analysis · Full analysis span regression · 6 months rolling