+791.5%
PODD vs SPYG
+973.8%
-182.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.0% |
| 7D | -4.1% | +1.2% | -5.3% | -5.3% |
| 30D | +0.8% | -1.6% | +2.3% | +2.4% |
| 3M | -6.1% | +3.4% | -9.5% | -10.5% |
| 6M | -40.0% | +18.9% | -58.9% | -51.6% |
| YTD | -49.9% | +13.8% | -63.7% | -57.8% |
| 1Y | -59.3% | +20.6% | -79.9% | -68.0% |
| 3Y | -17.2% | +100.5% | -117.7% | -64.7% |
| 5Y | -53.0% | +84.6% | -137.6% | -78.0% |
| 10Y | +226.1% | +410.8% | -184.7% | -58.7% |
| All | +791.5% | +973.8% | -182.4% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPYG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling