-55.5%
PODD vs STZ
+12.3%
-67.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | -9.1% | -0.9% | -8.1% | -8.8% |
| 30D | +7.3% | +14.9% | -7.6% | +3.6% |
| 3M | +3.7% | +8.4% | -4.7% | +1.3% |
| 6M | -2.7% | +2.8% | -5.5% | -4.3% |
| YTD | -47.2% | +7.5% | -54.7% | -46.8% |
| All | -55.5% | +12.3% | -67.8% | -54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling