+297.7%
POET vs SAN
+247.1%
+50.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.9% |
| 7D | +1.2% | +4.0% | -2.8% | -0.9% |
| 30D | -12.2% | -7.8% | -4.3% | -8.4% |
| 3M | -42.4% | -16.4% | -26.1% | -36.6% |
| 6M | -64.3% | +3.5% | -67.8% | -65.0% |
| YTD | -19.0% | +6.7% | -25.6% | -23.4% |
| 1Y | +9.1% | +14.5% | -5.3% | -1.0% |
| 3Y | +297.7% | +243.5% | +54.2% | +50.9% |
| All | +297.7% | +247.1% | +50.6% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling