+157.5%
STT vs PODD
-53.4%
+210.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.7% |
| 7D | +2.2% | -4.1% | +6.3% | +2.9% |
| 30D | +3.9% | +0.8% | +3.1% | +3.7% |
| 3M | +19.2% | -6.1% | +25.3% | +19.1% |
| 6M | +60.4% | -40.0% | +100.3% | +73.4% |
| YTD | +51.5% | -49.9% | +101.4% | +69.5% |
| 1Y | +76.3% | -59.3% | +135.6% | +104.7% |
| 3Y | +200.7% | -17.2% | +218.0% | +195.1% |
| 5Y | +157.5% | -53.0% | +210.5% | +180.4% |
| All | +157.5% | -53.4% | +210.9% | +180.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling