+193.3%
POET vs STLA
+263.8%
-70.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.3% | +6.8% | +7.8% |
| 7D | +5.6% | +2.6% | +3.0% | +5.0% |
| 30D | -2.1% | -1.2% | -0.9% | -2.0% |
| 3M | -48.8% | -24.8% | -24.1% | -45.6% |
| 6M | +15.8% | -25.6% | +41.4% | +23.8% |
| YTD | +25.1% | -48.9% | +74.1% | +42.4% |
| 1Y | +50.6% | -38.8% | +89.3% | +64.7% |
| 3Y | +107.9% | -64.5% | +172.4% | +148.6% |
| 5Y | -11.0% | -62.4% | +51.4% | +3.6% |
| 10Y | +25.7% | +55.4% | -29.7% | +10.1% |
| All | +193.3% | +263.8% | -70.5% | +137.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling