-20.0%
POET vs SCCO
+1,144.1%
-1,164.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.1% | -3.8% |
| 7D | +9.7% | +2.4% | +7.3% | +8.9% |
| 30D | -6.5% | +6.4% | -13.0% | -8.4% |
| 3M | -25.7% | +21.6% | -47.3% | -29.6% |
| 6M | +19.6% | +13.4% | +6.2% | +17.2% |
| YTD | +26.4% | +52.6% | -26.2% | +14.7% |
| 1Y | +50.1% | +122.4% | -72.3% | +24.3% |
| 3Y | +127.9% | +208.5% | -80.5% | +76.8% |
| 5Y | -5.9% | +353.9% | -359.8% | -33.8% |
| 10Y | +31.1% | +1,187.3% | -1,156.1% | -24.9% |
| All | -20.0% | +1,144.1% | -1,164.1% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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