+838.7%
PODD vs SM
-6.9%
+845.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +5.0% | +2.6% |
| 7D | -2.5% | -22.3% | +19.8% | +0.5% |
| 30D | +10.7% | -21.4% | +32.1% | +13.8% |
| 3M | +6.1% | +1.4% | +4.8% | +5.0% |
| 6M | -2.8% | +0.1% | -2.9% | -4.1% |
| YTD | -47.3% | +59.0% | -106.2% | -51.7% |
| 1Y | -53.2% | +64.3% | -117.5% | -57.3% |
| 3Y | -2.0% | -13.1% | +11.1% | -5.2% |
| 5Y | -52.9% | -13.9% | -39.1% | -55.9% |
| 10Y | +321.1% | +1.7% | +319.4% | +180.3% |
| All | +838.7% | -6.9% | +845.6% | +215.4% |
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