+423.4%
SRE vs POET
-20.5%
+443.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.7% |
| YTD | -4.3% | +25.6% | -29.9% | -6.8% |
| 1Y | +2.7% | +49.2% | -46.4% | -0.9% |
| 3Y | +28.7% | +128.4% | -99.8% | +19.2% |
| 5Y | +47.1% | -4.2% | +51.4% | +37.6% |
| 10Y | +121.7% | +30.3% | +91.4% | +98.3% |
| All | +423.4% | -20.5% | +443.9% | +343.4% |
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 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