+336.6%
STM vs PODD
+767.5%
-430.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +3.9% | +2.4% |
| 7D | +5.8% | +1.6% | +4.2% | +5.3% |
| 30D | -1.0% | +10.7% | -11.7% | -3.9% |
| 3M | -33.3% | +0.7% | -34.0% | -34.8% |
| 6M | +57.4% | -39.3% | +96.6% | +74.0% |
| YTD | +102.2% | -48.1% | +150.3% | +133.3% |
| 1Y | +99.6% | -57.4% | +157.0% | +142.5% |
| 3Y | +14.5% | -23.3% | +37.8% | +15.2% |
| 5Y | +21.4% | -51.3% | +72.6% | +34.1% |
| 10Y | +695.0% | +242.0% | +452.9% | +407.2% |
| All | +336.6% | +767.5% | -430.9% | +75.3% |
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