+15.5%
STZ vs POET
+136.8%
-121.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.8% | +7.1% | +0.5% |
| 7D | 0.0% | +22.3% | -22.3% | -0.4% |
| 30D | +14.7% | -17.6% | +32.3% | +15.0% |
| 3M | +8.8% | -41.3% | +50.1% | +9.8% |
| 6M | +3.1% | -62.1% | +65.1% | +4.4% |
| YTD | +7.9% | -17.7% | +25.6% | +5.2% |
| 1Y | +14.2% | +3.2% | +11.0% | +10.4% |
| 3Y | -35.2% | +294.7% | -329.9% | -41.9% |
| 5Y | -29.6% | -37.2% | +7.6% | -34.2% |
| All | +15.5% | +136.8% | -121.3% | +1.5% |
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