+22.6%
POET vs STLA
+51.6%
-29.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -5.0% |
| 7D | +3.7% | -3.8% | +7.5% | +4.7% |
| 30D | -11.5% | -3.1% | -8.4% | -11.0% |
| 3M | -30.8% | -19.6% | -11.1% | -26.9% |
| 6M | +8.6% | -23.5% | +32.0% | +16.8% |
| YTD | +20.1% | -51.5% | +71.6% | +41.6% |
| 1Y | +35.7% | -39.7% | +75.4% | +51.2% |
| 3Y | +116.5% | -66.3% | +182.8% | +168.9% |
| 5Y | -8.4% | -63.1% | +54.7% | +9.6% |
| All | +22.6% | +51.6% | -29.1% | +41.2% |
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