-21.3%
PODD vs SPYG
+98.4%
-119.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | -6.9% | +0.3% | -7.2% | -7.0% |
| 30D | -3.5% | -1.7% | -1.8% | -2.7% |
| 3M | -13.6% | +3.6% | -17.2% | -15.6% |
| 6M | -42.6% | +16.6% | -59.2% | -48.3% |
| YTD | -51.5% | +13.4% | -64.8% | -55.6% |
| 1Y | -60.9% | +19.6% | -80.5% | -65.5% |
| All | -21.3% | +98.4% | -119.7% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling