+454.7%
SO vs PODD
+767.5%
-312.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.6% |
| 7D | -0.2% | +1.6% | -1.8% | -0.3% |
| 30D | -4.6% | +10.7% | -15.2% | -5.2% |
| 3M | -3.0% | +0.7% | -3.8% | -3.3% |
| 6M | -8.3% | -39.3% | +31.0% | -5.8% |
| YTD | +3.5% | -48.1% | +51.6% | +7.3% |
| 1Y | -0.9% | -57.4% | +56.5% | +3.8% |
| 3Y | +45.4% | -23.3% | +68.6% | +45.2% |
| 5Y | +59.6% | -51.3% | +110.9% | +62.3% |
| 10Y | +156.6% | +242.0% | -85.4% | +129.4% |
| All | +454.7% | +767.5% | -312.9% | +327.3% |
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 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