+194.4%
STT vs PODD
+315.5%
-121.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +5.1% | -4.4% | +9.5% | +5.9% |
| 30D | -0.2% | +8.1% | -8.3% | -1.5% |
| 3M | -8.1% | +2.9% | -11.1% | -8.8% |
| 6M | +16.6% | -5.7% | +22.4% | +16.3% |
| YTD | +37.8% | -47.5% | +85.3% | +51.8% |
| 1Y | +46.8% | -55.7% | +102.5% | +66.4% |
| 3Y | +181.2% | -3.7% | +184.9% | +170.7% |
| 5Y | +105.1% | -52.6% | +157.7% | +117.7% |
| All | +194.4% | +315.5% | -121.1% | +121.3% |
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 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