+222.9%
SAP vs PODD
+324.2%
-101.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +1.3% |
| 7D | +1.6% | -2.5% | +4.1% | +2.1% |
| 30D | +10.5% | +10.7% | -0.2% | +8.3% |
| 3M | +15.2% | +6.1% | +9.0% | +13.7% |
| 6M | +36.7% | -2.8% | +39.5% | +36.4% |
| YTD | -0.6% | -47.3% | +46.7% | +10.5% |
| 1Y | -4.1% | -53.2% | +49.0% | +8.6% |
| 3Y | +73.2% | -2.0% | +75.3% | +67.7% |
| 5Y | +74.1% | -52.9% | +127.0% | +87.6% |
| 10Y | +222.9% | +321.1% | -98.1% | +157.4% |
| All | +222.9% | +324.2% | -101.2% | +157.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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