+57.9%
STT vs POET
+13.3%
+44.7%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.7% | -0.2% |
| 7D | -1.4% | +3.7% | -5.0% | -1.5% |
| 30D | +2.2% | -11.5% | +13.7% | +2.4% |
| 3M | +18.8% | -30.8% | +49.6% | +19.2% |
| 6M | +57.9% | +8.6% | +49.4% | +49.4% |
| All | +57.9% | +13.3% | +44.7% | +49.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling