-7.7%
SO vs POET
+31.1%
-38.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.8% |
| 7D | 0.0% | +9.7% | -9.7% | +0.2% |
| 30D | -2.5% | -6.5% | +4.1% | -2.6% |
| 3M | -4.2% | -25.7% | +21.5% | -4.3% |
| 6M | -7.7% | +19.6% | -27.2% | -6.7% |
| All | -7.7% | +31.1% | -38.8% | -6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling