-1.9%
POET vs SIRI
-41.5%
+39.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.4% |
| 7D | +0.4% | +0.6% | -0.2% | +0.2% |
| 30D | -10.4% | +2.5% | -12.9% | -11.0% |
| 3M | -29.3% | +6.6% | -35.9% | -30.9% |
| 6M | +6.9% | +32.9% | -26.0% | -1.4% |
| YTD | +25.6% | +50.5% | -24.9% | +11.3% |
| 1Y | +49.2% | +28.0% | +21.2% | +37.9% |
| 3Y | +128.4% | -22.4% | +150.9% | +124.6% |
| All | -1.9% | -41.5% | +39.6% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 5y: compounded portfolio wealth divided by compounded SIRI 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…
5y analysis · Full analysis span regression · 6 months rolling