-3.6%
POET vs STLA
-63.6%
+60.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.9% | -3.1% |
| 7D | +9.7% | +0.4% | +9.4% | +9.5% |
| 30D | -6.5% | -5.2% | -1.3% | -5.0% |
| 3M | -25.7% | -24.9% | -0.9% | -18.2% |
| 6M | +19.6% | -25.2% | +44.8% | +32.8% |
| YTD | +26.4% | -51.4% | +77.8% | +58.0% |
| 1Y | +50.1% | -40.7% | +90.8% | +73.8% |
| 3Y | +127.9% | -66.3% | +194.2% | +204.9% |
| All | -3.6% | -63.6% | +60.0% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling