+215.2%
PODD vs SPXS
-99.6%
+314.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -2.8% |
| 7D | -10.5% | +2.5% | -13.0% | -9.8% |
| 30D | -9.0% | +4.2% | -13.2% | -7.7% |
| 3M | -11.5% | -9.3% | -2.2% | -14.0% |
| 6M | -44.7% | -30.7% | -14.0% | -50.4% |
| YTD | -53.6% | -28.1% | -25.5% | -57.7% |
| 1Y | -61.0% | -35.1% | -25.9% | -65.3% |
| 3Y | -24.7% | -79.6% | +54.9% | -49.6% |
| 5Y | -55.5% | -86.3% | +30.8% | -69.1% |
| All | +215.2% | -99.6% | +314.8% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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