+288.5%
STLD vs POET
-11.6%
+300.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.0% | +3.5% | -1.2% |
| 7D | -3.6% | +3.7% | -7.3% | -3.9% |
| 30D | -10.1% | -11.5% | +1.4% | -9.6% |
| 3M | -11.4% | -30.8% | +19.3% | -10.3% |
| 6M | +30.8% | +8.6% | +22.3% | +24.9% |
| YTD | +40.7% | +20.1% | +20.6% | +33.1% |
| 1Y | +80.8% | +35.7% | +45.1% | +68.8% |
| 3Y | +140.2% | +116.5% | +23.6% | +116.6% |
| 5Y | +288.5% | -8.4% | +296.9% | +255.2% |
| All | +288.5% | -11.6% | +300.1% | +255.2% |
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