+3,375.1%
SGI vs POET
-24.0%
+3,399.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.0% | +1.9% | -2.9% |
| 7D | -4.9% | +3.7% | -8.6% | -5.1% |
| 30D | +1.6% | -11.5% | +13.1% | +2.0% |
| 3M | -3.2% | -30.8% | +27.6% | -2.1% |
| 6M | -16.0% | +8.6% | -24.6% | -19.0% |
| YTD | -25.4% | +20.1% | -45.5% | -28.6% |
| 1Y | -21.6% | +35.7% | -57.3% | -26.1% |
| 3Y | +52.9% | +116.5% | -63.7% | +33.7% |
| 5Y | +47.5% | -8.4% | +55.9% | +31.2% |
| 10Y | +263.5% | +24.6% | +238.9% | +203.2% |
| All | +3,375.1% | -24.0% | +3,399.1% | +2,283.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling