-12.0%
STZ vs POET
+27.0%
-39.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +0.6% |
| 7D | -6.0% | +9.7% | -15.8% | -6.2% |
| 30D | -8.9% | -6.5% | -2.3% | -8.8% |
| 3M | -12.6% | -25.7% | +13.2% | -12.2% |
| 6M | -17.2% | +19.6% | -36.8% | -19.4% |
| YTD | -10.0% | +26.4% | -36.4% | -12.8% |
| 1Y | -14.3% | +50.1% | -64.4% | -17.7% |
| 3Y | -49.9% | +127.9% | -177.8% | -54.0% |
| 5Y | -38.2% | -5.9% | -32.4% | -42.6% |
| 10Y | -12.0% | +31.1% | -43.1% | -20.4% |
| All | -12.0% | +27.0% | -39.0% | -20.4% |
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 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