+339.6%
PODD vs SM
+18.0%
+321.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.3% | +2.1% |
| 7D | +4.1% | +9.4% | -5.3% | +3.5% |
| 30D | +13.9% | -14.4% | +28.2% | +14.7% |
| 3M | +4.1% | +1.6% | +2.6% | +3.6% |
| 6M | +2.4% | +6.3% | -3.9% | +1.4% |
| YTD | -46.4% | +78.8% | -125.1% | -49.0% |
| 1Y | -54.2% | +83.1% | -137.3% | -56.5% |
| 3Y | -6.9% | -5.9% | -1.0% | -8.8% |
| 5Y | -51.6% | +4.8% | -56.4% | -53.4% |
| All | +339.6% | +18.0% | +321.5% | +257.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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