+66.2%
POET vs SFM
+117.5%
-51.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.5% | +11.4% | +5.4% |
| 7D | +17.0% | -5.8% | +22.9% | +17.5% |
| 30D | -6.7% | -11.4% | +4.6% | -6.0% |
| 3M | -32.3% | -12.2% | -20.1% | -31.8% |
| 6M | +32.3% | -5.2% | +37.5% | +32.0% |
| YTD | +31.3% | -4.5% | +35.7% | +30.8% |
| 1Y | +55.3% | -45.4% | +100.7% | +61.1% |
| 3Y | +136.8% | +91.1% | +45.7% | +135.5% |
| 5Y | -2.2% | +226.8% | -229.0% | -3.0% |
| 10Y | +34.0% | +291.9% | -257.9% | +32.2% |
| All | +66.2% | +117.5% | -51.3% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling