+262.8%
SGI vs POET
+30.3%
+232.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +0.7% |
| 7D | -4.5% | +0.4% | -4.8% | -4.5% |
| 30D | +4.2% | -10.4% | +14.5% | +4.7% |
| 3M | -7.4% | -29.3% | +21.9% | -6.2% |
| 6M | -15.1% | +6.9% | -21.9% | -19.5% |
| YTD | -24.7% | +25.6% | -50.3% | -29.8% |
| 1Y | -21.8% | +49.2% | -70.9% | -29.0% |
| 3Y | +50.0% | +128.4% | -78.4% | +21.0% |
| 5Y | +48.9% | -4.2% | +53.2% | +23.8% |
| All | +262.8% | +30.3% | +232.4% | +172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 10y: compounded portfolio wealth divided by compounded POET 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…
10y analysis · Full analysis span regression · 6 months rolling