-35.1%
POET vs SAN
+294.0%
-329.1%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.8% |
| 7D | +1.2% | +4.0% | -2.8% | -0.3% |
| 30D | -12.2% | -7.8% | -4.3% | -9.6% |
| 3M | -42.4% | -16.4% | -26.1% | -38.5% |
| 6M | -64.3% | +3.5% | -67.8% | -64.7% |
| YTD | -19.0% | +6.7% | -25.6% | -21.6% |
| 1Y | +9.1% | +14.5% | -5.3% | +3.1% |
| 3Y | +297.7% | +243.5% | +54.2% | +165.3% |
| All | -35.1% | +294.0% | -329.1% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling