+471.4%
POET vs SPXS
-100.0%
+571.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.2% | -3.3% |
| 7D | +9.7% | +1.2% | +8.5% | +10.1% |
| 30D | -6.5% | +5.2% | -11.7% | -5.1% |
| 3M | -25.7% | -9.2% | -16.6% | -26.3% |
| 6M | +19.6% | -29.6% | +49.2% | +14.4% |
| YTD | +26.4% | -27.6% | +54.0% | +22.6% |
| 1Y | +50.1% | -36.7% | +86.8% | +43.1% |
| 3Y | +127.9% | -79.8% | +207.8% | +87.3% |
| 5Y | -5.9% | -85.9% | +80.0% | -21.9% |
| 10Y | +31.1% | -99.5% | +130.7% | -25.8% |
| All | +471.4% | -100.0% | +571.4% | +187.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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