+297.7%
POET vs SM
-3.9%
+301.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +1.2% | +9.4% | -8.2% | -1.5% |
| 30D | -12.2% | -14.4% | +2.2% | -8.8% |
| 3M | -42.4% | +1.6% | -44.0% | -44.0% |
| 6M | -64.3% | +6.3% | -70.6% | -66.3% |
| YTD | -19.0% | +78.8% | -97.7% | -41.0% |
| 1Y | +9.1% | +83.1% | -74.0% | -21.3% |
| 3Y | +297.7% | -5.9% | +303.6% | +216.3% |
| All | +297.7% | -3.9% | +301.6% | +216.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling