+199.7%
MET vs SAN
+275.0%
-75.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | 0.0% | +3.4% | -3.3% | -1.7% |
| 30D | +3.4% | -6.3% | +9.6% | +6.4% |
| 3M | +7.0% | -14.1% | +21.1% | +14.8% |
| 6M | +34.6% | +4.2% | +30.5% | +29.8% |
| YTD | +34.0% | +9.0% | +24.9% | +24.3% |
| 1Y | +35.9% | +18.8% | +17.2% | +20.4% |
| 3Y | +85.5% | +252.0% | -166.5% | -12.8% |
| 5Y | +87.8% | +299.5% | -211.7% | -22.2% |
| 10Y | +199.7% | +276.7% | -77.0% | +23.3% |
| All | +199.7% | +275.0% | -75.3% | +23.3% |
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