-8.4%
POET vs SPY
+79.8%
-88.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.1% |
| 7D | +3.7% | -2.0% | +5.7% | +6.8% |
| 30D | -11.5% | -1.7% | -9.9% | -9.1% |
| 3M | -30.8% | +4.7% | -35.5% | -33.9% |
| 6M | +8.6% | +12.5% | -3.9% | -2.4% |
| YTD | +20.1% | +11.7% | +8.3% | +9.3% |
| 1Y | +35.7% | +17.5% | +18.2% | +18.1% |
| 3Y | +116.5% | +76.6% | +40.0% | +41.2% |
| 5Y | -8.4% | +82.0% | -90.5% | -46.0% |
| All | -8.4% | +79.8% | -88.2% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling