+704.0%
SPY vs POET
-20.0%
+724.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.3% | -0.4% |
| 7D | -0.4% | +9.7% | -10.1% | -0.6% |
| 30D | -1.4% | -6.5% | +5.2% | -1.3% |
| 3M | +3.7% | -25.7% | +29.4% | +4.2% |
| 6M | +13.0% | +19.6% | -6.6% | +10.7% |
| YTD | +12.4% | +26.4% | -14.0% | +9.8% |
| 1Y | +18.5% | +50.1% | -31.6% | +14.8% |
| 3Y | +77.6% | +127.9% | -50.3% | +66.2% |
| 5Y | +81.7% | -5.9% | +87.6% | +71.4% |
| 10Y | +319.7% | +31.1% | +288.5% | +282.6% |
| All | +704.0% | -20.0% | +724.0% | +640.5% |
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 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