+322.4%
PODD vs SPY
+311.8%
+10.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.1% |
| 7D | -9.1% | -0.9% | -8.2% | -8.3% |
| 30D | +7.3% | -2.4% | +9.7% | +9.7% |
| 3M | +3.7% | -1.2% | +4.8% | +4.8% |
| 6M | -2.7% | +3.3% | -6.0% | -6.2% |
| YTD | -47.2% | +12.3% | -59.5% | -53.2% |
| 1Y | -54.0% | +12.4% | -66.5% | -59.3% |
| 3Y | -3.3% | +78.8% | -82.1% | -45.9% |
| 5Y | -52.3% | +75.2% | -127.5% | -72.6% |
| 10Y | +322.4% | +311.1% | +11.3% | -16.2% |
| All | +322.4% | +311.8% | +10.6% | -16.2% |
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