+28.2%
POET vs SBAC
+87.1%
-58.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +4.2% |
| 7D | +0.4% | -2.1% | +2.5% | +0.8% |
| 30D | -10.4% | +2.0% | -12.4% | -10.7% |
| 3M | -29.3% | -8.3% | -21.0% | -28.5% |
| 6M | +6.9% | +0.3% | +6.5% | +5.7% |
| YTD | +25.6% | -2.2% | +27.8% | +24.5% |
| 1Y | +49.2% | -4.6% | +53.8% | +48.6% |
| 3Y | +128.4% | -8.3% | +136.7% | +126.2% |
| 5Y | -4.2% | -42.8% | +38.6% | +4.5% |
| All | +28.2% | +87.1% | -58.9% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling