+499.6%
SMTC vs PODD
+229.6%
+270.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.3% |
| 7D | +17.5% | -10.6% | +28.1% | +21.0% |
| 30D | +21.3% | -6.9% | +28.2% | +22.9% |
| 3M | +3.1% | -10.6% | +13.8% | +3.7% |
| 6M | +81.7% | -43.5% | +125.2% | +107.8% |
| YTD | +115.9% | -52.6% | +168.6% | +161.4% |
| 1Y | +157.8% | -60.1% | +217.9% | +229.1% |
| 3Y | +557.3% | -21.7% | +579.0% | +564.3% |
| 5Y | +114.7% | -54.6% | +169.2% | +144.5% |
| All | +499.6% | +229.6% | +270.0% | +345.6% |
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