+355.9%
XLF vs POET
-20.5%
+376.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | +0.6% |
| 7D | -1.5% | +0.4% | -1.8% | -1.5% |
| 30D | -1.2% | -10.4% | +9.2% | -1.0% |
| 3M | +9.2% | -29.3% | +38.5% | +9.7% |
| 6M | +16.3% | +6.9% | +9.5% | +14.0% |
| YTD | +5.4% | +25.6% | -20.2% | +2.7% |
| 1Y | +7.6% | +49.2% | -41.6% | +3.9% |
| 3Y | +74.2% | +128.4% | -54.2% | +61.6% |
| 5Y | +66.1% | -4.2% | +70.4% | +55.6% |
| 10Y | +252.8% | +30.3% | +222.4% | +218.4% |
| All | +355.9% | -20.5% | +376.4% | +326.7% |
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