+308.9%
PODD vs SM
+4.2%
+304.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.3% |
| 7D | -4.4% | -19.5% | +15.1% | -3.2% |
| 30D | +9.4% | -20.2% | +29.7% | +10.8% |
| 3M | +3.6% | -6.5% | +10.2% | +3.7% |
| 6M | -4.0% | +1.6% | -5.5% | -4.7% |
| YTD | -47.9% | +61.2% | -109.2% | -50.1% |
| 1Y | -53.8% | +65.4% | -119.1% | -55.8% |
| 3Y | -4.5% | -13.0% | +8.5% | -6.0% |
| 5Y | -51.9% | -4.3% | -47.6% | -53.4% |
| 10Y | +308.9% | +3.0% | +305.9% | +234.5% |
| All | +308.9% | +4.2% | +304.7% | +234.5% |
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