-21.1%
PODD vs SITM
+4,507.3%
-4,528.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.2% |
| 7D | -4.1% | +8.4% | -12.5% | -5.3% |
| 30D | +0.8% | -17.4% | +18.2% | +3.1% |
| 3M | -6.1% | -9.8% | +3.7% | -6.6% |
| 6M | -40.0% | +83.0% | -122.9% | -47.7% |
| YTD | -49.9% | +69.6% | -119.5% | -56.3% |
| 1Y | -59.3% | +144.9% | -204.2% | -67.1% |
| 3Y | -17.2% | +429.9% | -447.1% | -46.1% |
| 5Y | -53.0% | +169.2% | -222.2% | -68.2% |
| All | -21.1% | +4,507.3% | -4,528.4% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling