-52.9%
PODD vs SM
-13.5%
-39.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +5.0% | +2.6% |
| 7D | -2.5% | -22.3% | +19.8% | +0.4% |
| 30D | +10.7% | -21.4% | +32.1% | +13.6% |
| 3M | +6.1% | +1.4% | +4.8% | +4.6% |
| 6M | -2.8% | +0.1% | -2.9% | -4.5% |
| YTD | -47.3% | +59.0% | -106.2% | -52.5% |
| 1Y | -53.2% | +64.3% | -117.5% | -58.1% |
| 3Y | -2.0% | -13.1% | +11.1% | -6.4% |
| 5Y | -52.9% | -13.9% | -39.1% | -57.2% |
| All | -52.9% | -13.5% | -39.4% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling