+28.2%
POET vs SNY
+64.5%
-36.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +0.4% | -3.3% | +3.7% | +0.8% |
| 30D | -10.4% | -2.2% | -8.2% | -10.2% |
| 3M | -29.3% | -3.0% | -26.3% | -29.3% |
| 6M | +6.9% | +2.7% | +4.1% | +5.8% |
| YTD | +25.6% | -6.8% | +32.4% | +26.4% |
| 1Y | +49.2% | -5.3% | +54.4% | +49.4% |
| 3Y | +128.4% | -9.8% | +138.2% | +129.3% |
| 5Y | -4.2% | +9.7% | -13.9% | -8.8% |
| All | +28.2% | +64.5% | -36.3% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling