-14.3%
STZ vs POET
+49.8%
-64.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +0.5% |
| 7D | -6.0% | +9.7% | -15.8% | -6.1% |
| 30D | -8.9% | -6.5% | -2.3% | -8.8% |
| 3M | -12.6% | -25.7% | +13.2% | -12.3% |
| 6M | -17.2% | +19.6% | -36.8% | -19.7% |
| YTD | -10.0% | +26.4% | -36.4% | -13.2% |
| 1Y | -14.3% | +50.1% | -64.4% | -17.0% |
| All | -14.3% | +49.8% | -64.1% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling