-9.3%
SHOP vs PODD
-53.4%
+44.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.5% | -4.0% | -6.0% |
| 7D | -4.1% | -4.1% | 0.0% | -2.2% |
| 30D | -11.5% | +0.8% | -12.3% | -12.0% |
| 3M | +21.1% | -6.1% | +27.1% | +19.9% |
| 6M | +3.0% | -40.0% | +43.0% | +26.2% |
| YTD | -16.7% | -49.9% | +33.3% | +11.7% |
| 1Y | -8.3% | -59.3% | +51.0% | +35.4% |
| 3Y | +112.8% | -17.2% | +130.1% | +100.3% |
| 5Y | -9.3% | -53.0% | +43.7% | +12.0% |
| All | -9.3% | -53.4% | +44.2% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling