-61.0%
PODD vs SITM
+155.7%
-216.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.6% | -2.1% |
| 7D | -10.5% | +3.9% | -14.4% | -10.6% |
| 30D | -9.0% | -6.6% | -2.4% | -9.0% |
| 3M | -11.5% | -11.9% | +0.3% | -11.8% |
| 6M | -44.7% | +81.1% | -125.9% | -48.8% |
| YTD | -53.6% | +80.0% | -133.6% | -57.3% |
| 1Y | -61.0% | +145.8% | -206.8% | -66.1% |
| All | -61.0% | +155.7% | -216.7% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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