+118.4%
POET vs SBAC
-11.3%
+129.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.8% | -2.2% | -5.0% |
| 7D | +3.7% | -5.3% | +9.0% | +3.7% |
| 30D | -11.5% | +0.4% | -11.9% | -11.5% |
| 3M | -30.8% | -11.9% | -18.9% | -30.4% |
| 6M | +8.6% | -4.5% | +13.0% | +7.3% |
| YTD | +20.1% | -4.3% | +24.4% | +18.6% |
| 1Y | +35.7% | -3.9% | +39.6% | +34.2% |
| All | +118.4% | -11.3% | +129.7% | +153.6% |
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 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