-67.6%
S vs POET
-6.5%
-61.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.9% | -0.7% |
| 7D | -0.7% | +0.4% | -1.0% | -0.7% |
| 30D | -11.4% | -10.4% | -1.1% | -10.8% |
| 3M | +33.8% | -29.3% | +63.1% | +36.5% |
| 6M | +39.5% | +6.9% | +32.6% | +28.2% |
| YTD | +31.7% | +25.6% | +6.1% | +17.6% |
| 1Y | +7.0% | +49.2% | -42.2% | -8.1% |
| 3Y | +11.8% | +128.4% | -116.7% | -17.7% |
| All | -67.6% | -6.5% | -61.2% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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