+17.7%
STM vs POET
-11.6%
+29.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.0% | +3.4% | -1.1% |
| 7D | -1.1% | +3.7% | -4.7% | -1.4% |
| 30D | -7.8% | -11.5% | +3.7% | -6.9% |
| 3M | -28.2% | -30.8% | +2.6% | -26.2% |
| 6M | +52.0% | +8.6% | +43.4% | +45.1% |
| YTD | +96.4% | +20.1% | +76.3% | +85.1% |
| 1Y | +98.8% | +35.7% | +63.1% | +83.4% |
| 3Y | +18.3% | +116.5% | -98.3% | +2.6% |
| 5Y | +17.7% | -8.4% | +26.1% | +3.0% |
| All | +17.7% | -11.6% | +29.3% | +3.0% |
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