+123.0%
POET vs STLA
-4.1%
+127.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | +1.2% | -13.8% | +15.0% | +5.2% |
| 30D | -12.2% | -10.5% | -1.6% | -9.9% |
| 3M | -42.4% | -28.9% | -13.6% | -37.5% |
| 6M | -64.3% | -49.7% | -14.6% | -57.3% |
| YTD | -19.0% | -64.9% | +46.0% | +4.0% |
| 1Y | +9.1% | -64.0% | +73.2% | +39.0% |
| 3Y | +297.7% | -77.4% | +375.1% | +450.5% |
| 5Y | -38.2% | -74.4% | +36.2% | -18.8% |
| All | +123.0% | -4.1% | +127.1% | +258.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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