+29.8%
SNOW vs POET
+81.0%
-51.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.5% | -0.3% |
| 7D | -7.5% | +3.7% | -11.2% | -7.7% |
| 30D | -1.3% | -11.5% | +10.2% | -0.8% |
| 3M | +37.4% | -30.8% | +68.2% | +39.2% |
| 6M | +88.1% | +8.6% | +79.5% | +76.1% |
| YTD | +50.3% | +20.1% | +30.2% | +38.8% |
| 1Y | +46.0% | +35.7% | +10.3% | +31.7% |
| 3Y | +98.7% | +116.5% | -17.8% | +66.4% |
| 5Y | +3.5% | -8.4% | +11.9% | -11.3% |
| All | +29.8% | +81.0% | -51.1% | +7.1% |
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