+3.6%
SSPC vs POET
-39.2%
+42.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.7% | +11.2% | +5.0% |
| 7D | -11.0% | +9.7% | -20.7% | -5.1% |
| 30D | -18.8% | -6.5% | -12.2% | -21.0% |
| All | +3.6% | -39.2% | +42.8% | +8.4% |
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 · Available span rolling