+0.7%
SPGI vs POET
-10.6%
+11.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.0% | +3.1% | -1.8% |
| 7D | -8.9% | +3.7% | -12.6% | -9.0% |
| 30D | +0.6% | -11.5% | +12.2% | +0.8% |
| 3M | +2.0% | -30.8% | +32.8% | +2.3% |
| 6M | +0.1% | +8.6% | -8.5% | -1.9% |
| YTD | -16.4% | +20.1% | -36.5% | -18.4% |
| 1Y | -18.9% | +35.7% | -54.6% | -21.4% |
| 3Y | +13.8% | +116.5% | -102.8% | +8.4% |
| All | +0.7% | -10.6% | +11.3% | -5.3% |
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 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