-67.1%
SE vs POET
-6.5%
-60.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.6% | -6.0% | -1.6% |
| 7D | -5.2% | +0.4% | -5.6% | -5.3% |
| 30D | -17.1% | -10.4% | -6.7% | -16.6% |
| 3M | +24.0% | -29.3% | +53.3% | +25.6% |
| 6M | +21.0% | +6.9% | +14.1% | +13.5% |
| YTD | -16.7% | +25.6% | -42.3% | -23.5% |
| 1Y | -45.9% | +49.2% | -95.1% | -51.7% |
| 3Y | +177.8% | +128.4% | +49.4% | +125.2% |
| All | -67.1% | -6.5% | -60.6% | -70.7% |
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 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