+460.6%
SO vs POET
-16.9%
+477.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | +1.0% |
| 7D | +1.0% | +17.0% | -16.0% | +0.9% |
| 30D | -3.2% | -6.7% | +3.5% | -3.2% |
| 3M | -1.7% | -32.3% | +30.6% | -1.5% |
| 6M | -7.2% | +32.3% | -39.5% | -8.2% |
| YTD | +4.6% | +31.3% | -26.7% | +3.3% |
| 1Y | +1.2% | +55.3% | -54.1% | -0.4% |
| 3Y | +45.3% | +136.8% | -91.5% | +40.1% |
| 5Y | +58.7% | -2.2% | +61.0% | +53.8% |
| 10Y | +155.9% | +34.0% | +121.8% | +142.3% |
| All | +460.6% | -16.9% | +477.5% | +417.6% |
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