+529.5%
SAP vs PODD
+767.5%
-238.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.5% |
| 7D | -2.9% | +1.6% | -4.5% | -3.2% |
| 30D | +9.0% | +10.7% | -1.7% | +7.1% |
| 3M | +14.9% | +0.7% | +14.2% | +14.2% |
| 6M | +11.9% | -39.3% | +51.2% | +20.5% |
| YTD | -9.9% | -48.1% | +38.2% | -0.5% |
| 1Y | -19.5% | -57.4% | +37.9% | -8.4% |
| 3Y | +61.8% | -23.3% | +85.1% | +63.1% |
| 5Y | +56.2% | -51.3% | +107.4% | +65.8% |
| 10Y | +180.6% | +242.0% | -61.4% | +108.5% |
| All | +529.5% | +767.5% | -238.0% | +229.5% |
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 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