-55.3%
PODD vs SPYG
+85.2%
-140.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.7% |
| 7D | -10.5% | -0.9% | -9.6% | -9.9% |
| 30D | -9.0% | -1.5% | -7.5% | -8.0% |
| 3M | -11.5% | +3.7% | -15.3% | -14.8% |
| 6M | -44.7% | +16.4% | -61.2% | -52.2% |
| YTD | -53.6% | +13.3% | -66.9% | -59.0% |
| 1Y | -61.0% | +17.9% | -78.8% | -66.8% |
| 3Y | -24.7% | +98.3% | -123.1% | -62.4% |
| All | -55.3% | +85.2% | -140.5% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling