-17.2%
PODD vs SPY
+78.7%
-95.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.1% |
| 7D | -4.1% | +0.5% | -4.7% | -4.5% |
| 30D | +0.8% | -0.9% | +1.7% | +1.5% |
| 3M | -6.1% | +3.9% | -10.0% | -9.0% |
| 6M | -40.0% | +14.5% | -54.5% | -46.8% |
| YTD | -49.9% | +12.9% | -62.9% | -55.1% |
| 1Y | -59.3% | +19.4% | -78.7% | -65.3% |
| 3Y | -17.2% | +78.5% | -95.7% | -57.5% |
| All | -17.2% | +78.7% | -95.9% | -57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling