+358.3%
SE vs PODD
+138.7%
+219.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -1.5% | -4.4% | +2.9% | +0.3% |
| 30D | -22.3% | +8.1% | -30.4% | -25.1% |
| 3M | -41.8% | +2.9% | -44.7% | -43.0% |
| 6M | -22.4% | -5.7% | -16.7% | -23.2% |
| YTD | -41.6% | -47.5% | +5.9% | -25.5% |
| 1Y | -48.0% | -55.7% | +7.7% | -28.3% |
| 3Y | +63.9% | -3.7% | +67.6% | +44.7% |
| 5Y | -78.2% | -52.6% | -25.6% | -73.5% |
| All | +358.3% | +138.7% | +219.6% | +215.0% |
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