+19.5%
STM vs POET
+120.8%
-101.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.6% | -3.1% | +1.1% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -4.9% | -10.4% | +5.4% | -4.1% |
| 3M | -34.0% | -29.3% | -4.7% | -32.3% |
| 6M | +51.8% | +6.9% | +45.0% | +45.0% |
| YTD | +99.4% | +25.6% | +73.8% | +87.1% |
| 1Y | +99.1% | +49.2% | +49.9% | +82.4% |
| 3Y | +19.5% | +128.4% | -109.0% | +0.4% |
| All | +19.5% | +120.8% | -101.4% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling