-3.6%
POET vs SM
+106.9%
-110.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -3.9% |
| 7D | +9.7% | -0.2% | +10.0% | +9.7% |
| 30D | -6.5% | +20.3% | -26.8% | -10.6% |
| 3M | -25.7% | +22.9% | -48.6% | -30.5% |
| 6M | +19.6% | +47.8% | -28.3% | +5.5% |
| YTD | +26.4% | +107.5% | -81.1% | +1.3% |
| 1Y | +50.1% | +51.7% | -1.6% | +30.3% |
| 3Y | +127.9% | -0.9% | +128.8% | +109.9% |
| All | -3.6% | +106.9% | -110.5% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling