+824.1%
PODD vs SM
+16.5%
+807.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.5% | -1.7% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +10.7% | +26.3% | -15.6% | +7.0% |
| 3M | +0.7% | +8.7% | -7.9% | -0.9% |
| 6M | -39.3% | +51.7% | -91.0% | -43.4% |
| YTD | -48.1% | +99.0% | -147.2% | -53.5% |
| 1Y | -57.4% | +34.6% | -92.0% | -60.0% |
| 3Y | -23.3% | -7.8% | -15.5% | -25.9% |
| 5Y | -51.3% | +104.8% | -156.0% | -59.4% |
| 10Y | +242.0% | +7.2% | +234.8% | +130.6% |
| All | +824.1% | +16.5% | +807.5% | +203.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling