-18.0%
POET vs SAN
+23.5%
-41.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.4% | -10.6% | -7.3% |
| 7D | -16.4% | +4.5% | -21.0% | -18.4% |
| 30D | -37.5% | -12.1% | -25.4% | -33.0% |
| 3M | -43.1% | -15.6% | -27.5% | -37.6% |
| 6M | -31.4% | +5.8% | -37.2% | -31.7% |
| YTD | -22.9% | +5.5% | -28.4% | -26.3% |
| 1Y | -18.0% | +23.6% | -41.6% | -20.8% |
| All | -18.0% | +23.5% | -41.4% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling