+108.2%
STT vs PODD
-52.5%
+160.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +1.0% | +2.9% |
| 7D | +0.9% | -2.5% | +3.4% | +1.3% |
| 30D | -2.3% | +10.7% | -13.1% | -3.9% |
| 3M | -7.0% | +6.1% | -13.1% | -8.1% |
| 6M | +15.5% | -2.8% | +18.3% | +14.5% |
| YTD | +35.6% | -47.3% | +82.9% | +50.3% |
| 1Y | +47.9% | -53.2% | +101.0% | +67.2% |
| 3Y | +181.1% | -2.0% | +183.1% | +167.6% |
| 5Y | +108.2% | -52.9% | +161.1% | +127.0% |
| All | +108.2% | -52.5% | +160.7% | +127.0% |
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