+279.0%
POCI vs SPY
+307.0%
-28.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.7% |
| 7D | +7.0% | +2.6% | +4.4% | +6.0% |
| 30D | +18.6% | -2.0% | +20.6% | +19.3% |
| 3M | +24.5% | -2.8% | +27.3% | +25.6% |
| 6M | +13.7% | +2.1% | +11.6% | +12.8% |
| YTD | +24.8% | +11.5% | +13.3% | +20.1% |
| 1Y | +8.3% | +13.5% | -5.2% | +3.6% |
| 3Y | -12.7% | +77.7% | -90.4% | -28.6% |
| 5Y | -22.2% | +72.6% | -94.8% | -34.7% |
| All | +279.0% | +307.0% | -28.0% | +48.4% |
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