+28.2%
POET vs SAN
+357.1%
-328.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.3% | +3.9% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | -10.4% | +0.9% | -11.3% | -10.6% |
| 3M | -29.3% | +19.1% | -48.4% | -33.0% |
| 6M | +6.9% | +33.2% | -26.3% | -2.2% |
| YTD | +25.6% | +29.1% | -3.5% | +15.4% |
| 1Y | +49.2% | +50.2% | -1.1% | +30.6% |
| 3Y | +128.4% | +351.0% | -222.6% | +45.4% |
| 5Y | -4.2% | +394.7% | -398.9% | -42.3% |
| All | +28.2% | +357.1% | -328.8% | -24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling