-20.8%
POET vs SAN
+129.0%
-149.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.8% | +8.8% | +8.2% |
| 7D | +5.6% | +1.8% | +3.8% | +5.2% |
| 30D | -2.1% | +2.0% | -4.1% | -2.5% |
| 3M | -48.8% | +19.7% | -68.6% | -50.5% |
| 6M | +15.8% | +30.6% | -14.8% | +10.1% |
| YTD | +25.1% | +28.8% | -3.7% | +18.9% |
| 1Y | +50.6% | +57.8% | -7.2% | +37.6% |
| 3Y | +107.9% | +338.1% | -230.3% | +58.3% |
| 5Y | -11.0% | +384.2% | -395.2% | -34.4% |
| 10Y | +25.7% | +353.1% | -327.4% | -10.9% |
| All | -20.8% | +129.0% | -149.8% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling