+808.5%
STLD vs POET
-16.9%
+825.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -0.9% |
| 7D | +2.7% | +17.0% | -14.4% | +2.0% |
| 30D | -8.4% | -6.7% | -1.7% | -8.3% |
| 3M | -9.9% | -32.3% | +22.5% | -8.9% |
| 6M | +33.0% | +32.3% | +0.7% | +27.9% |
| YTD | +42.6% | +31.3% | +11.3% | +36.8% |
| 1Y | +80.8% | +55.3% | +25.4% | +71.1% |
| 3Y | +143.4% | +136.8% | +6.7% | +116.9% |
| 5Y | +293.4% | -2.2% | +295.6% | +256.5% |
| 10Y | +1,080.4% | +34.0% | +1,046.4% | +904.7% |
| All | +808.5% | -16.9% | +825.4% | +611.3% |
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