+215.2%
PODD vs SPYG
+424.6%
-209.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.7% |
| 7D | -10.5% | -0.9% | -9.6% | -9.8% |
| 30D | -9.0% | -1.5% | -7.5% | -7.9% |
| 3M | -11.5% | +3.7% | -15.3% | -15.0% |
| 6M | -44.7% | +16.4% | -61.2% | -52.5% |
| YTD | -53.6% | +13.3% | -66.9% | -59.2% |
| 1Y | -61.0% | +17.9% | -78.8% | -67.0% |
| 3Y | -24.7% | +98.3% | -123.1% | -61.6% |
| 5Y | -55.5% | +86.4% | -141.9% | -75.8% |
| All | +215.2% | +424.6% | -209.3% | -50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling