+103.8%
SPG vs POET
-6.5%
+110.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | 0.0% |
| 7D | -1.2% | +0.4% | -1.5% | -1.2% |
| 30D | -6.1% | -10.4% | +4.2% | -6.0% |
| 3M | -3.6% | -29.3% | +25.7% | -3.3% |
| 6M | +10.4% | +6.9% | +3.6% | +8.4% |
| YTD | +14.4% | +25.6% | -11.2% | +11.6% |
| 1Y | +16.5% | +49.2% | -32.6% | +12.6% |
| 3Y | +106.8% | +128.4% | -21.7% | +94.2% |
| All | +103.8% | -6.5% | +110.2% | +93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling