+434.4%
SAP vs POET
-16.9%
+451.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.6% | -1.8% |
| 7D | -0.3% | +17.0% | -17.3% | -0.6% |
| 30D | +2.6% | -6.7% | +9.3% | +2.7% |
| 3M | +16.3% | -32.3% | +48.6% | +16.9% |
| 6M | +6.4% | +32.3% | -25.9% | +3.7% |
| YTD | -11.4% | +31.3% | -42.7% | -13.8% |
| 1Y | -20.4% | +55.3% | -75.7% | -23.3% |
| 3Y | +56.5% | +136.8% | -80.2% | +45.2% |
| 5Y | +56.8% | -2.2% | +59.0% | +46.7% |
| 10Y | +176.2% | +34.0% | +142.2% | +148.9% |
| All | +434.4% | -16.9% | +451.3% | +393.9% |
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