+44.0%
XLP vs POET
-40.3%
+84.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +3.0% | +1.4% |
| 7D | +2.5% | +1.2% | +1.3% | +2.5% |
| 30D | +7.3% | -12.2% | +19.5% | +7.3% |
| 3M | +8.1% | -42.4% | +50.5% | +8.3% |
| 6M | +10.5% | -64.3% | +74.8% | +10.9% |
| YTD | +21.2% | -19.0% | +40.1% | +20.0% |
| 1Y | +22.7% | +9.1% | +13.6% | +21.1% |
| 3Y | +44.8% | +297.7% | -252.9% | +38.6% |
| All | +44.0% | -40.3% | +84.4% | +39.6% |
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