+12.5%
STZ vs POET
+120.4%
-107.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.1% |
| 7D | +5.3% | -0.4% | +5.7% | +5.3% |
| 30D | +19.6% | -27.3% | +46.9% | +20.3% |
| 3M | +10.0% | -40.8% | +50.7% | +11.0% |
| 6M | -0.3% | -53.7% | +53.4% | +0.3% |
| YTD | +8.6% | -19.9% | +28.5% | +6.0% |
| 1Y | +16.6% | -4.0% | +20.6% | +13.0% |
| 3Y | -34.8% | +284.1% | -318.9% | -41.5% |
| 5Y | -27.8% | -37.4% | +9.6% | -32.6% |
| 10Y | +12.5% | +120.4% | -107.9% | -1.3% |
| All | +12.5% | +120.4% | -107.9% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling