-20.8%
POET vs SHAK
+31.3%
-52.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.1% | -2.9% | -4.6% |
| 7D | +3.7% | -11.0% | +14.7% | +6.0% |
| 30D | -11.5% | -14.0% | +2.5% | -8.9% |
| 3M | -30.8% | +13.3% | -44.0% | -33.0% |
| 6M | +8.6% | -35.3% | +43.9% | +15.9% |
| YTD | +20.1% | -24.0% | +44.0% | +24.0% |
| 1Y | +35.7% | -36.7% | +72.4% | +44.6% |
| 3Y | +116.5% | -5.4% | +121.9% | +110.7% |
| 5Y | -8.4% | -24.9% | +16.5% | -11.0% |
| 10Y | +24.6% | +79.6% | -55.0% | -2.5% |
| All | -20.8% | +31.3% | -52.1% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling