-1.4%
SSPC vs POET
-39.5%
+38.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.6% | -8.6% | -1.0% |
| 7D | -5.2% | +0.4% | -5.5% | -4.4% |
| 30D | -10.7% | -10.4% | -0.3% | -16.1% |
| All | -1.4% | -39.5% | +38.1% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling