+662.6%
STZ vs POET
-20.8%
+683.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.0% | -8.8% | -0.8% |
| 7D | -1.9% | +5.6% | -7.5% | -2.0% |
| 30D | -1.9% | -2.1% | +0.2% | -1.9% |
| 3M | -6.2% | -48.8% | +42.6% | -5.5% |
| 6M | -14.0% | +15.8% | -29.8% | -15.4% |
| YTD | -5.1% | +25.1% | -30.2% | -6.9% |
| 1Y | -9.6% | +50.6% | -60.1% | -11.8% |
| 3Y | -47.2% | +107.9% | -155.1% | -49.9% |
| 5Y | -33.6% | -11.0% | -22.6% | -36.6% |
| 10Y | -9.8% | +25.7% | -35.5% | -16.2% |
| All | +662.6% | -20.8% | +683.4% | +627.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling