+1,324.1%
SPGI vs POET
-20.0%
+1,344.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.2% | -2.5% |
| 7D | -3.1% | +9.7% | -12.8% | -3.3% |
| 30D | +2.0% | -6.5% | +8.6% | +2.1% |
| 3M | +4.3% | -25.7% | +30.0% | +4.7% |
| 6M | -0.2% | +19.6% | -19.8% | -2.9% |
| YTD | -14.8% | +26.4% | -41.2% | -17.4% |
| 1Y | -18.5% | +50.1% | -68.6% | -21.9% |
| 3Y | +16.0% | +127.9% | -112.0% | +5.8% |
| 5Y | +2.2% | -5.9% | +8.1% | -5.5% |
| 10Y | +296.4% | +31.1% | +265.3% | +245.6% |
| All | +1,324.1% | -20.0% | +1,344.1% | +1,147.3% |
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