+340.3%
STT vs PODD
+767.5%
-427.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.7% |
| 7D | +0.5% | +1.6% | -1.1% | 0.0% |
| 30D | +3.9% | +10.7% | -6.8% | +1.0% |
| 3M | +20.0% | +0.7% | +19.2% | +17.8% |
| 6M | +55.3% | -39.3% | +94.6% | +72.6% |
| YTD | +53.3% | -48.1% | +101.5% | +77.4% |
| 1Y | +74.7% | -57.4% | +132.1% | +112.0% |
| 3Y | +205.8% | -23.3% | +229.1% | +203.5% |
| 5Y | +145.0% | -51.3% | +196.3% | +163.1% |
| 10Y | +266.0% | +242.0% | +24.0% | +96.5% |
| All | +340.3% | +767.5% | -427.2% | +19.6% |
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