-48.7%
POET vs SAN
+89.6%
-138.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | +1.2% | +4.0% | -2.8% | +0.4% |
| 30D | -12.2% | -7.8% | -4.3% | -10.9% |
| 3M | -42.4% | -16.4% | -26.1% | -40.4% |
| 6M | -64.3% | +3.5% | -67.8% | -64.5% |
| YTD | -19.0% | +6.7% | -25.6% | -20.2% |
| 1Y | +9.1% | +14.5% | -5.3% | +6.1% |
| 3Y | +297.7% | +243.5% | +54.2% | +218.0% |
| 5Y | -38.2% | +296.2% | -334.4% | -52.7% |
| 10Y | +123.0% | +268.5% | -145.5% | +64.6% |
| All | -48.7% | +89.6% | -138.3% | -53.2% |
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