+755.0%
SW vs POET
-20.8%
+775.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.0% | -6.8% | +1.1% |
| 7D | -5.1% | +5.6% | -10.7% | -5.2% |
| 30D | -4.6% | -2.1% | -2.5% | -4.6% |
| 3M | +9.4% | -48.8% | +58.2% | +10.6% |
| 6M | +3.5% | +15.8% | -12.3% | +1.6% |
| YTD | +22.0% | +25.1% | -3.1% | +19.3% |
| 1Y | +2.2% | +50.6% | -48.4% | -0.7% |
| 3Y | +19.6% | +107.9% | -88.3% | +13.1% |
| 5Y | -2.3% | -11.0% | +8.7% | -7.1% |
| 10Y | +181.4% | +25.7% | +155.6% | +157.7% |
| All | +755.0% | -20.8% | +775.8% | +673.1% |
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