+583.2%
SAP vs PODD
+761.8%
-178.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.2% | +2.0% | -3.1% |
| 7D | -0.7% | -2.1% | +1.4% | -0.4% |
| 30D | +11.1% | +9.0% | +2.1% | +9.4% |
| 3M | +17.0% | +5.2% | +11.9% | +15.9% |
| 6M | +34.8% | -3.2% | +38.0% | +34.7% |
| YTD | -2.2% | -48.5% | +46.2% | +8.0% |
| 1Y | -6.4% | -54.7% | +48.2% | +5.4% |
| 3Y | +75.1% | -7.8% | +83.0% | +72.1% |
| 5Y | +69.8% | -52.4% | +122.3% | +81.0% |
| 10Y | +219.8% | +315.9% | -96.0% | +131.1% |
| All | +583.2% | +761.8% | -178.6% | +257.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling