+54.5%
SAP vs POET
-6.5%
+61.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | 0.0% |
| 7D | -4.1% | +0.4% | -4.4% | -4.1% |
| 30D | +1.1% | -10.4% | +11.5% | +1.4% |
| 3M | +26.1% | -29.3% | +55.4% | +27.1% |
| 6M | +9.8% | +6.9% | +2.9% | +5.9% |
| YTD | -13.6% | +25.6% | -39.2% | -17.5% |
| 1Y | -18.7% | +49.2% | -67.8% | -23.6% |
| 3Y | +54.1% | +128.4% | -74.3% | +36.6% |
| All | +54.5% | -6.5% | +61.0% | +37.3% |
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