+20.3%
SGOV vs PODD
-28.1%
+48.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.4% | 0.0% |
| 7D | +0.1% | -10.6% | +10.6% | +0.1% |
| 30D | +0.3% | -6.9% | +7.2% | +0.3% |
| 3M | +0.9% | -10.6% | +11.6% | +0.9% |
| 6M | +1.8% | -43.5% | +45.3% | +1.8% |
| YTD | +2.5% | -52.6% | +55.1% | +2.5% |
| 1Y | +3.8% | -60.1% | +63.9% | +3.8% |
| 3Y | +14.4% | -21.7% | +36.0% | +14.4% |
| 5Y | +20.1% | -54.6% | +74.7% | +20.1% |
| All | +20.3% | -28.1% | +48.3% | +20.2% |
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