+42.6%
POET vs SFM
-46.5%
+89.1%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.2% | -3.8% | -4.9% |
| 7D | +3.7% | -8.8% | +12.4% | +4.3% |
| 30D | -11.5% | -14.5% | +2.9% | -10.6% |
| 3M | -30.8% | -16.8% | -13.9% | -30.1% |
| 6M | +8.6% | -5.3% | +13.9% | +6.3% |
| YTD | +20.1% | -9.4% | +29.4% | +18.5% |
| All | +42.6% | -46.5% | +89.1% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling