+109.0%
POCI vs SPY
+318.9%
-209.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +0.5% | -2.0% | +2.4% | +1.1% |
| 30D | +3.5% | -1.7% | +5.2% | +4.1% |
| 3M | -22.3% | +4.7% | -27.0% | -23.4% |
| 6M | -0.2% | +12.5% | -12.7% | -4.1% |
| YTD | +4.8% | +11.7% | -6.9% | +0.8% |
| 1Y | +1.9% | +17.5% | -15.6% | -3.7% |
| 3Y | -29.3% | +76.6% | -105.9% | -42.3% |
| 5Y | -20.9% | +82.0% | -102.9% | -35.4% |
| All | +109.0% | +318.9% | -209.8% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling