-36.3%
STZ vs POET
+281.2%
-317.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +19.0% | -20.8% | -1.9% |
| 7D | +4.9% | -2.5% | +7.4% | +4.9% |
| 30D | +20.9% | -31.7% | +52.5% | +21.3% |
| 3M | +8.0% | -40.6% | +48.5% | +8.6% |
| 6M | -5.3% | -47.8% | +42.5% | -5.4% |
| YTD | +5.9% | -19.9% | +25.8% | +3.3% |
| 1Y | +14.2% | -4.7% | +18.9% | +10.7% |
| All | -36.3% | +281.2% | -317.5% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling