+50.6%
POET vs SARO
-7.4%
+58.0%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.7% | +7.4% | +7.5% |
| 7D | +5.6% | -0.8% | +6.4% | +6.3% |
| 30D | -2.1% | -20.0% | +17.9% | +15.8% |
| 3M | -48.8% | -2.9% | -45.9% | -48.5% |
| 6M | +15.8% | -17.7% | +33.4% | +34.6% |
| YTD | +25.1% | -13.5% | +38.6% | +31.9% |
| 1Y | +50.6% | -9.7% | +60.3% | +47.5% |
| All | +50.6% | -7.4% | +58.0% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling