+16.7%
STM vs PODD
-4.1%
+20.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.6% | +0.2% |
| 7D | +12.0% | +4.1% | +7.9% | +11.3% |
| 30D | -0.4% | +13.9% | -14.2% | -2.4% |
| 3M | -13.2% | +4.1% | -17.3% | -13.9% |
| 6M | -26.1% | +2.4% | -28.5% | -27.9% |
| YTD | +81.2% | -46.4% | +127.5% | +118.1% |
| 1Y | +98.3% | -54.2% | +152.5% | +152.1% |
| 3Y | +16.7% | -6.9% | +23.6% | +10.3% |
| All | +16.7% | -4.1% | +20.8% | +10.3% |
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