+128.4%
POET vs SFM
+82.1%
+46.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.4% |
| 7D | +0.4% | -10.6% | +11.0% | +2.6% |
| 30D | -10.4% | -15.5% | +5.1% | -7.5% |
| 3M | -29.3% | -17.4% | -11.9% | -27.0% |
| 6M | +6.9% | -3.4% | +10.3% | +5.0% |
| YTD | +25.6% | -8.7% | +34.3% | +24.7% |
| 1Y | +49.2% | -47.2% | +96.3% | +74.8% |
| 3Y | +128.4% | +82.7% | +45.7% | +77.1% |
| All | +128.4% | +82.1% | +46.4% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling