+215.2%
PODD vs STLA
+55.1%
+160.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -2.5% |
| 7D | -10.5% | -2.9% | -7.6% | -9.9% |
| 30D | -9.0% | +0.9% | -10.0% | -9.3% |
| 3M | -11.5% | -21.6% | +10.1% | -6.9% |
| 6M | -44.7% | -21.6% | -23.1% | -42.4% |
| YTD | -53.6% | -50.4% | -3.2% | -46.7% |
| 1Y | -61.0% | -43.6% | -17.4% | -56.9% |
| 3Y | -24.7% | -66.4% | +41.7% | -8.8% |
| 5Y | -55.5% | -62.3% | +6.8% | -49.3% |
| All | +215.2% | +55.1% | +160.2% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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