+31.2%
SRE vs PODD
-21.1%
+52.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | -0.3% |
| 7D | +1.5% | -6.9% | +8.4% | +2.1% |
| 30D | +0.8% | -3.5% | +4.3% | +1.0% |
| 3M | -5.8% | -13.6% | +7.8% | -4.9% |
| 6M | -7.8% | -42.6% | +34.8% | -3.4% |
| YTD | -2.4% | -51.5% | +49.1% | +4.1% |
| 1Y | +8.9% | -60.9% | +69.8% | +18.8% |
| All | +31.2% | -21.1% | +52.4% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling