+140.7%
FIS vs POET
-20.0%
+160.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.7% | +0.3% | -3.4% |
| 7D | -9.1% | +9.7% | -18.8% | -9.2% |
| 30D | -10.4% | -6.5% | -3.9% | -10.4% |
| 3M | -3.7% | -25.7% | +22.0% | -3.4% |
| 6M | -24.8% | +19.6% | -44.3% | -26.3% |
| YTD | -41.6% | +26.4% | -67.9% | -43.0% |
| 1Y | -42.7% | +50.1% | -92.8% | -44.5% |
| 3Y | -26.2% | +127.9% | -154.1% | -31.2% |
| 5Y | -66.1% | -5.9% | -60.2% | -68.1% |
| 10Y | -40.9% | +31.1% | -72.0% | -46.5% |
| All | +140.7% | -20.0% | +160.7% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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