-54.3%
S vs POET
-20.8%
-33.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.4% |
| 7D | -1.2% | +9.7% | -11.0% | -2.0% |
| 30D | -12.6% | -6.5% | -6.0% | -12.2% |
| 3M | +27.6% | -25.7% | +53.3% | +29.5% |
| 6M | +35.5% | +19.6% | +15.9% | +24.0% |
| YTD | +29.6% | +26.4% | +3.2% | +16.8% |
| 1Y | +8.1% | +50.1% | -42.0% | -6.1% |
| 3Y | +14.8% | +127.9% | -113.2% | -13.6% |
| 5Y | -70.6% | -5.9% | -64.7% | -78.1% |
| All | -54.3% | -20.8% | -33.5% | -71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling