+221.7%
PODD vs SPY
+318.9%
-97.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.8% |
| 7D | -10.6% | -2.0% | -8.6% | -8.8% |
| 30D | -6.9% | -1.7% | -5.3% | -5.4% |
| 3M | -10.6% | +4.7% | -15.4% | -14.8% |
| 6M | -43.5% | +12.5% | -56.0% | -50.0% |
| YTD | -52.6% | +11.7% | -64.3% | -57.8% |
| 1Y | -60.1% | +17.5% | -77.6% | -66.2% |
| 3Y | -21.7% | +76.6% | -98.2% | -55.9% |
| 5Y | -54.6% | +82.0% | -136.6% | -74.8% |
| All | +221.7% | +318.9% | -97.1% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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