-21.1%
PODD vs STLA
-64.3%
+43.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.2% |
| 7D | +1.6% | +2.6% | -1.0% | +1.3% |
| 30D | +10.7% | -1.2% | +11.9% | +10.7% |
| 3M | +0.7% | -24.8% | +25.5% | +4.1% |
| 6M | -39.3% | -25.6% | -13.7% | -37.5% |
| YTD | -48.1% | -48.9% | +0.8% | -43.7% |
| 1Y | -57.4% | -38.8% | -18.7% | -55.5% |
| All | -21.1% | -64.3% | +43.2% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling