-54.6%
PODD vs SITM
+176.0%
-230.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.5% | -2.7% |
| 7D | -10.6% | +4.8% | -15.4% | -11.3% |
| 30D | -6.9% | -9.7% | +2.8% | -5.9% |
| 3M | -10.6% | -9.3% | -1.3% | -11.3% |
| 6M | -43.5% | +69.5% | -113.0% | -51.1% |
| YTD | -52.6% | +70.5% | -123.1% | -59.6% |
| 1Y | -60.1% | +145.3% | -205.4% | -68.9% |
| 3Y | -21.7% | +432.8% | -454.5% | -54.1% |
| 5Y | -54.6% | +174.0% | -228.6% | -72.7% |
| All | -54.6% | +176.0% | -230.6% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling