+50.6%
POET vs SM
+36.8%
+13.8%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -3.1% | +11.1% | +8.4% |
| 7D | +5.6% | -0.5% | +6.1% | +5.6% |
| 30D | -2.1% | +25.6% | -27.7% | -5.5% |
| 3M | -48.8% | +8.0% | -56.9% | -48.6% |
| 6M | +15.8% | +50.8% | -35.0% | +1.1% |
| YTD | +25.1% | +97.9% | -72.8% | -4.1% |
| 1Y | +50.6% | +33.8% | +16.8% | +47.0% |
| All | +50.6% | +36.8% | +13.8% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling