-3.6%
SMR vs PODD
-43.6%
+40.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | 0.0% |
| 7D | +4.4% | +1.6% | +2.8% | +4.0% |
| 30D | +3.4% | +10.7% | -7.3% | +0.6% |
| 3M | -19.2% | +0.7% | -19.9% | -21.1% |
| 6M | -22.6% | -39.3% | +16.6% | -11.9% |
| YTD | -31.5% | -48.1% | +16.6% | -18.1% |
| 1Y | -73.1% | -57.4% | -15.6% | -65.7% |
| 3Y | +55.0% | -23.3% | +78.2% | +67.8% |
| All | -3.6% | -43.6% | +40.0% | +7.9% |
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