+28.2%
POET vs SHAK
+87.2%
-59.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.2% | +1.4% | +3.9% |
| 7D | +0.4% | -8.3% | +8.7% | +2.2% |
| 30D | -10.4% | -12.6% | +2.3% | -7.8% |
| 3M | -29.3% | +9.1% | -38.5% | -31.2% |
| 6M | +6.9% | -31.2% | +38.1% | +13.4% |
| YTD | +25.6% | -21.6% | +47.2% | +29.3% |
| 1Y | +49.2% | -38.8% | +87.9% | +61.6% |
| 3Y | +128.4% | +0.6% | +127.8% | +118.4% |
| 5Y | -4.2% | -22.5% | +18.3% | -8.1% |
| All | +28.2% | +87.2% | -59.0% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 10y: compounded portfolio wealth divided by compounded SHAK 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…
10y analysis · Full analysis span regression · 6 months rolling