+405.1%
SPG vs POET
-20.0%
+425.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.3% | -2.3% |
| 7D | -1.7% | +9.7% | -11.4% | -1.9% |
| 30D | -6.3% | -6.5% | +0.3% | -6.2% |
| 3M | -2.4% | -25.7% | +23.3% | -2.1% |
| 6M | +9.6% | +19.6% | -9.9% | +7.0% |
| YTD | +14.2% | +26.4% | -12.2% | +11.1% |
| 1Y | +19.3% | +50.1% | -30.8% | +14.9% |
| 3Y | +106.7% | +127.9% | -21.2% | +90.7% |
| 5Y | +104.2% | -5.9% | +110.1% | +90.5% |
| 10Y | +63.7% | +31.1% | +32.5% | +47.5% |
| All | +405.1% | -20.0% | +425.1% | +369.3% |
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 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