+660.5%
STM vs POET
-16.9%
+677.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -0.8% |
| 7D | +5.2% | +17.0% | -11.8% | +4.4% |
| 30D | -7.4% | -6.7% | -0.6% | -7.1% |
| 3M | -30.6% | -32.3% | +1.7% | -29.5% |
| 6M | +66.4% | +32.3% | +34.1% | +60.8% |
| YTD | +101.1% | +31.3% | +69.9% | +93.9% |
| 1Y | +97.4% | +55.3% | +42.0% | +87.6% |
| 3Y | +21.1% | +136.8% | -115.6% | +8.9% |
| 5Y | +22.5% | -2.2% | +24.7% | +11.7% |
| 10Y | +657.6% | +34.0% | +623.6% | +551.4% |
| All | +660.5% | -16.9% | +677.4% | +588.1% |
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