+359.4%
SMTC vs PODD
+315.5%
+43.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.5% |
| 7D | +30.5% | -4.4% | +34.9% | +31.9% |
| 30D | -30.9% | +8.1% | -39.0% | -32.7% |
| 3M | -14.7% | +2.9% | -17.6% | -16.7% |
| 6M | -9.6% | -5.7% | -3.8% | -11.8% |
| YTD | +62.1% | -47.5% | +109.6% | +89.9% |
| 1Y | +66.6% | -55.7% | +122.3% | +106.6% |
| 3Y | +718.1% | -3.7% | +721.8% | +677.6% |
| 5Y | +32.8% | -52.6% | +85.4% | +49.2% |
| All | +359.4% | +315.5% | +43.9% | +203.3% |
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 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