+18.1%
STT vs POET
-34.7%
+52.8%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.2% |
| 7D | +1.0% | +9.7% | -8.8% | +0.5% |
| 30D | +2.8% | -6.5% | +9.3% | +3.0% |
| 3M | +18.1% | -25.7% | +43.8% | +16.6% |
| All | +18.1% | -34.7% | +52.8% | +16.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling