+185.2%
SITM vs POET
-6.5%
+191.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.6% | +0.9% | +4.9% |
| 7D | +3.9% | +0.4% | +3.5% | +3.7% |
| 30D | -6.6% | -10.4% | +3.8% | -5.0% |
| 3M | -11.9% | -29.3% | +17.5% | -7.6% |
| 6M | +81.1% | +6.9% | +74.3% | +68.4% |
| YTD | +80.0% | +25.6% | +54.4% | +62.8% |
| 1Y | +145.8% | +49.2% | +96.7% | +113.6% |
| 3Y | +475.9% | +128.4% | +347.4% | +341.6% |
| All | +185.2% | -6.5% | +191.7% | +121.8% |
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