-16.9%
POET vs SPY
+708.3%
-725.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.5% | +5.3% |
| 7D | +17.0% | +0.5% | +16.5% | +16.5% |
| 30D | -6.7% | -0.9% | -5.8% | -6.0% |
| 3M | -32.3% | +3.9% | -36.2% | -33.5% |
| 6M | +32.3% | +14.5% | +17.8% | +23.9% |
| YTD | +31.3% | +12.9% | +18.4% | +24.4% |
| 1Y | +55.3% | +19.4% | +36.0% | +43.2% |
| 3Y | +136.8% | +78.5% | +58.3% | +77.7% |
| 5Y | -2.2% | +81.8% | -84.0% | -27.9% |
| 10Y | +34.0% | +311.5% | -277.5% | -30.5% |
| All | -16.9% | +708.3% | -725.2% | -57.9% |
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