+297.7%
POET vs SBAC
-6.5%
+304.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.6% |
| 7D | +1.2% | +0.6% | +0.6% | +1.2% |
| 30D | -12.2% | +5.5% | -17.6% | -12.4% |
| 3M | -42.4% | +3.1% | -45.5% | -42.5% |
| 6M | -64.3% | -7.0% | -57.3% | -64.0% |
| YTD | -19.0% | +0.5% | -19.5% | -20.2% |
| 1Y | +9.1% | +0.2% | +8.9% | +7.6% |
| 3Y | +297.7% | -7.4% | +305.0% | +314.9% |
| All | +297.7% | -6.5% | +304.2% | +314.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling