+68.4%
SAP vs PODD
-4.1%
+72.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.8% | -0.1% |
| 7D | +0.6% | +4.1% | -3.5% | -0.2% |
| 30D | +6.5% | +13.9% | -7.3% | +3.7% |
| 3M | +12.2% | +4.1% | +8.1% | +11.1% |
| 6M | +46.1% | +2.4% | +43.6% | +44.2% |
| YTD | -1.6% | -46.4% | +44.7% | +8.2% |
| 1Y | -5.1% | -54.2% | +49.1% | +7.1% |
| 3Y | +68.4% | -6.9% | +75.2% | +63.5% |
| All | +68.4% | -4.1% | +72.5% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling