-18.7%
SAP vs POET
+40.7%
-59.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | +0.1% |
| 7D | -4.1% | +0.4% | -4.4% | -4.1% |
| 30D | +1.1% | -10.4% | +11.5% | +1.2% |
| 3M | +26.1% | -29.3% | +55.4% | +27.1% |
| 6M | +9.8% | +6.9% | +2.9% | +5.0% |
| YTD | -13.6% | +25.6% | -39.2% | -18.4% |
| 1Y | -18.7% | +49.2% | -67.8% | -23.7% |
| All | -18.7% | +40.7% | -59.4% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling