+824.1%
PODD vs SPY
+627.9%
+196.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.6% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +10.7% | +0.1% | +10.6% | +10.6% |
| 3M | +0.7% | +2.0% | -1.3% | -2.2% |
| 6M | -39.3% | +13.0% | -52.3% | -47.7% |
| YTD | -48.1% | +13.5% | -61.7% | -55.6% |
| 1Y | -57.4% | +20.0% | -77.4% | -65.8% |
| 3Y | -23.3% | +77.2% | -100.4% | -61.0% |
| 5Y | -51.3% | +81.9% | -133.1% | -75.6% |
| 10Y | +242.0% | +314.1% | -72.0% | -37.7% |
| All | +824.1% | +627.9% | +196.2% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling