-21.8%
SGI vs POET
+40.7%
-62.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +0.9% |
| 7D | -4.5% | +0.4% | -4.8% | -4.5% |
| 30D | +4.2% | -10.4% | +14.5% | +4.3% |
| 3M | -7.4% | -29.3% | +21.9% | -7.3% |
| 6M | -15.1% | +6.9% | -21.9% | -16.5% |
| YTD | -24.7% | +25.6% | -50.3% | -25.9% |
| 1Y | -21.8% | +49.2% | -70.9% | -22.9% |
| All | -21.8% | +40.7% | -62.5% | -22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling