-16.9%
POET vs SBAC
+476.5%
-493.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.0% |
| 7D | +17.0% | -0.1% | +17.1% | +17.0% |
| 30D | -6.7% | +3.2% | -10.0% | -7.1% |
| 3M | -32.3% | -5.1% | -27.3% | -32.1% |
| 6M | +32.3% | -2.1% | +34.4% | +31.8% |
| YTD | +31.3% | -0.5% | +31.8% | +30.3% |
| 1Y | +55.3% | +1.1% | +54.2% | +53.8% |
| 3Y | +136.8% | -7.4% | +144.2% | +135.0% |
| 5Y | -2.2% | -44.3% | +42.1% | +3.1% |
| 10Y | +34.0% | +77.6% | -43.5% | +24.7% |
| All | -16.9% | +476.5% | -493.4% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling