-17.2%
PODD vs SM
-2.8%
-14.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.6% | -7.1% | -3.8% |
| 7D | -4.1% | -0.2% | -4.0% | -4.1% |
| 30D | +0.8% | +31.5% | -30.7% | -1.5% |
| 3M | -6.1% | +17.3% | -23.4% | -7.5% |
| 6M | -40.0% | +48.5% | -88.5% | -42.3% |
| YTD | -49.9% | +106.3% | -156.2% | -53.7% |
| 1Y | -59.3% | +47.3% | -106.6% | -61.0% |
| 3Y | -17.2% | -1.4% | -15.8% | -21.5% |
| All | -17.2% | -2.8% | -14.5% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling