-3.6%
POET vs SBAC
-43.8%
+40.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.7% |
| 7D | +9.7% | +0.2% | +9.6% | +9.7% |
| 30D | -6.5% | +3.9% | -10.4% | -6.8% |
| 3M | -25.7% | -8.2% | -17.5% | -25.2% |
| 6M | +19.6% | -2.8% | +22.4% | +18.8% |
| YTD | +26.4% | -1.5% | +27.9% | +25.3% |
| 1Y | +50.1% | 0.0% | +50.1% | +48.6% |
| 3Y | +127.9% | -8.4% | +136.3% | +130.1% |
| All | -3.6% | -43.8% | +40.1% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling