+853.4%
XLY vs POET
-20.5%
+873.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | +0.8% |
| 7D | -1.7% | +0.4% | -2.1% | -1.7% |
| 30D | -4.2% | -10.4% | +6.2% | -4.0% |
| 3M | -2.7% | -29.3% | +26.7% | -2.1% |
| 6M | -0.6% | +6.9% | -7.5% | -2.6% |
| YTD | -5.0% | +25.6% | -30.6% | -7.5% |
| 1Y | -4.1% | +49.2% | -53.3% | -7.5% |
| 3Y | +33.6% | +128.4% | -94.8% | +24.2% |
| 5Y | +28.7% | -4.2% | +32.9% | +20.6% |
| 10Y | +219.6% | +30.3% | +189.3% | +189.1% |
| All | +853.4% | -20.5% | +873.9% | +776.8% |
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