+392.6%
STM vs PODD
+308.0%
+84.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -6.2% | +10.6% | +6.2% |
| 7D | -10.7% | -2.1% | -8.6% | -10.4% |
| 30D | -25.7% | +9.0% | -34.8% | -27.8% |
| 3M | -21.6% | +5.2% | -26.7% | -23.3% |
| 6M | -27.8% | -3.2% | -24.6% | -29.8% |
| YTD | +61.8% | -48.5% | +110.2% | +91.8% |
| 1Y | +78.1% | -54.7% | +132.8% | +119.8% |
| 3Y | +4.9% | -7.8% | +12.7% | -0.4% |
| 5Y | -14.3% | -52.4% | +38.2% | -3.4% |
| All | +392.6% | +308.0% | +84.6% | +213.4% |
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