-2.2%
SHOP vs PODD
-52.5%
+50.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.1% | +1.1% |
| 7D | -2.7% | -2.5% | -0.2% | -1.7% |
| 30D | -11.0% | +10.7% | -21.7% | -15.1% |
| 3M | +0.3% | +6.1% | -5.8% | -2.7% |
| 6M | +37.7% | -2.8% | +40.5% | +33.6% |
| YTD | -5.5% | -47.3% | +41.8% | +23.6% |
| 1Y | -0.2% | -53.2% | +52.9% | +38.0% |
| 3Y | +151.9% | -2.0% | +153.9% | +117.3% |
| 5Y | -2.2% | -52.9% | +50.7% | +27.3% |
| All | -2.2% | -52.5% | +50.3% | +27.3% |
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