+45.5%
SRE vs POET
-6.5%
+52.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.4% | -0.9% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | -3.0% | -10.4% | +7.4% | -2.8% |
| 3M | -8.3% | -29.3% | +21.0% | -7.8% |
| 6M | -8.9% | +6.9% | -15.8% | -11.1% |
| YTD | -4.3% | +25.6% | -29.9% | -7.3% |
| 1Y | +2.7% | +49.2% | -46.4% | -1.7% |
| 3Y | +28.7% | +128.4% | -99.8% | +19.0% |
| All | +45.5% | -6.5% | +52.0% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling