+45.4%
SMR vs POET
+120.8%
-75.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +4.6% | -20.3% | -16.5% |
| 7D | -11.2% | +0.4% | -11.6% | -11.3% |
| 30D | -10.2% | -10.4% | +0.2% | -8.6% |
| 3M | -10.0% | -29.3% | +19.3% | -4.9% |
| 6M | -30.5% | +6.9% | -37.3% | -39.5% |
| YTD | -39.2% | +25.6% | -64.8% | -49.1% |
| 1Y | -75.5% | +49.2% | -124.7% | -80.6% |
| 3Y | +45.4% | +128.4% | -83.0% | -3.2% |
| All | +45.4% | +120.8% | -75.4% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling