-38.8%
STZ vs POET
-2.2%
-36.6%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.9% | -10.5% | -5.7% |
| 7D | -7.4% | +17.0% | -24.4% | -7.6% |
| 30D | -10.9% | -6.7% | -4.2% | -10.8% |
| 3M | -13.4% | -32.3% | +18.9% | -13.1% |
| 6M | -16.2% | +32.3% | -48.5% | -18.1% |
| YTD | -10.4% | +31.3% | -41.7% | -12.6% |
| 1Y | -14.8% | +55.3% | -70.1% | -17.3% |
| 3Y | -50.1% | +136.8% | -186.9% | -52.8% |
| 5Y | -38.8% | -2.2% | -36.6% | -43.2% |
| All | -38.8% | -2.2% | -36.6% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling