+236.1%
PODD vs STZ
-13.0%
+249.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.5% | -3.2% |
| 7D | -6.9% | -6.0% | -0.9% | -5.1% |
| 30D | -3.5% | -8.9% | +5.4% | -0.7% |
| 3M | -13.6% | -12.6% | -1.0% | -10.0% |
| 6M | -42.6% | -17.2% | -25.4% | -39.4% |
| YTD | -51.5% | -10.0% | -41.5% | -50.3% |
| 1Y | -60.9% | -14.3% | -46.6% | -59.5% |
| 3Y | -19.8% | -49.9% | +30.1% | -2.0% |
| 5Y | -54.4% | -38.2% | -16.1% | -48.3% |
| 10Y | +236.1% | -12.0% | +248.0% | +205.2% |
| All | +236.1% | -13.0% | +249.1% | +205.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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