+291.0%
STT vs PODD
+770.9%
-479.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | +1.1% | -4.4% | +5.5% | +2.2% |
| 30D | -1.9% | +9.4% | -11.4% | -4.3% |
| 3M | -7.6% | +3.6% | -11.2% | -8.8% |
| 6M | +16.0% | -4.0% | +19.9% | +14.8% |
| YTD | +36.2% | -47.9% | +84.1% | +56.9% |
| 1Y | +46.8% | -53.8% | +100.6% | +74.0% |
| 3Y | +177.8% | -4.5% | +182.3% | +161.3% |
| 5Y | +105.8% | -51.9% | +157.7% | +121.6% |
| 10Y | +197.6% | +308.9% | -111.3% | +52.2% |
| All | +291.0% | +770.9% | -479.9% | +5.8% |
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