-1.7%
SW vs POET
-35.7%
+33.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.8% | +4.9% | -1.7% |
| 7D | -3.0% | +22.3% | -25.3% | -3.8% |
| 30D | +4.2% | -17.6% | +21.7% | +4.7% |
| 3M | -11.5% | -41.3% | +29.7% | -10.1% |
| 6M | +8.6% | -62.1% | +70.7% | +11.2% |
| YTD | +15.0% | -17.7% | +32.7% | +11.6% |
| 1Y | +25.7% | +3.2% | +22.5% | +20.4% |
| 3Y | +44.8% | +294.7% | -249.9% | +33.4% |
| 5Y | -1.7% | -37.2% | +35.5% | -7.2% |
| All | -1.7% | -35.7% | +33.9% | -7.2% |
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