-14.4%
SMR vs POET
-1.6%
-12.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.7% |
| 3M | -10.0% | -29.3% | +19.3% | -5.4% |
| 6M | -30.5% | +6.9% | -37.3% | -38.3% |
| YTD | -39.2% | +25.6% | -64.8% | -47.8% |
| 1Y | -75.5% | +49.2% | -124.7% | -79.9% |
| 3Y | +45.4% | +128.4% | -83.0% | -1.8% |
| All | -14.4% | -1.6% | -12.8% | -42.8% |
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 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