-48.7%
POET vs SM
-39.3%
-9.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +1.2% | +9.4% | -8.2% | -0.1% |
| 30D | -12.2% | -14.4% | +2.2% | -10.5% |
| 3M | -42.4% | +1.6% | -44.0% | -42.9% |
| 6M | -64.3% | +6.3% | -70.6% | -65.1% |
| YTD | -19.0% | +78.8% | -97.7% | -26.7% |
| 1Y | +9.1% | +83.1% | -74.0% | -1.6% |
| 3Y | +297.7% | -5.9% | +303.6% | +287.1% |
| 5Y | -38.2% | +4.8% | -43.0% | -42.5% |
| 10Y | +123.0% | +17.5% | +105.5% | +52.8% |
| All | -48.7% | -39.3% | -9.4% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling