-16.0%
SGI vs POET
+13.3%
-29.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.0% | +1.9% | -3.0% |
| 7D | -4.9% | +3.7% | -8.6% | -5.0% |
| 30D | +1.6% | -11.5% | +13.1% | +1.8% |
| 3M | -3.2% | -30.8% | +27.6% | -2.8% |
| 6M | -16.0% | +8.6% | -24.6% | -20.5% |
| All | -16.0% | +13.3% | -29.3% | -20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling