+447.1%
XLP vs POET
-48.7%
+495.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.4% |
| 3M | +8.1% | -42.4% | +50.5% | +8.6% |
| 6M | +10.5% | -64.3% | +74.8% | +11.2% |
| YTD | +21.2% | -19.0% | +40.1% | +20.1% |
| 1Y | +22.7% | +9.1% | +13.6% | +21.0% |
| 3Y | +44.8% | +297.7% | -252.9% | +38.3% |
| 5Y | +44.7% | -38.2% | +82.9% | +40.5% |
| 10Y | +139.1% | +123.0% | +16.0% | +124.8% |
| All | +447.1% | -48.7% | +495.8% | +424.8% |
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