-99.8%
POCI vs SPY
+3,091.8%
-3,191.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.6% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +1.2% | +0.1% | +1.1% | +1.2% |
| 3M | -21.3% | +2.0% | -23.3% | -20.7% |
| 6M | +0.9% | +13.0% | -12.1% | +6.3% |
| YTD | +3.8% | +13.5% | -9.7% | +9.7% |
| 1Y | -5.2% | +20.0% | -25.2% | +2.6% |
| 3Y | -28.3% | +77.2% | -105.5% | -7.1% |
| 5Y | -21.6% | +81.9% | -103.5% | +0.5% |
| 10Y | +107.1% | +314.1% | -206.9% | +322.7% |
| All | -99.8% | +3,091.8% | -3,191.6% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling