+241.6%
MET vs SAN
+329.5%
-88.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.8% |
| 7D | -0.8% | -0.5% | -0.3% | -0.5% |
| 30D | -1.4% | -0.1% | -1.3% | -1.4% |
| 3M | +12.5% | +19.6% | -7.1% | +2.0% |
| 6M | +37.1% | +32.7% | +4.4% | +16.9% |
| YTD | +23.8% | +26.7% | -2.9% | +7.2% |
| 1Y | +24.1% | +51.6% | -27.5% | -2.7% |
| 3Y | +65.2% | +348.7% | -283.5% | -31.1% |
| 5Y | +82.3% | +378.7% | -296.5% | -30.6% |
| 10Y | +241.6% | +336.9% | -95.4% | +29.0% |
| All | +241.6% | +329.5% | -88.0% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling