+42.8%
SO vs POET
+111.1%
-68.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | -0.7% |
| 7D | -1.1% | +3.7% | -4.8% | -1.1% |
| 30D | -3.7% | -11.5% | +7.8% | -3.8% |
| 3M | -5.9% | -30.8% | +24.9% | -5.9% |
| 6M | -7.3% | +8.6% | -15.9% | -7.5% |
| YTD | +3.1% | +20.1% | -17.0% | +2.8% |
| 1Y | -1.0% | +35.7% | -36.7% | -1.4% |
| All | +42.8% | +111.1% | -68.3% | +41.4% |
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