+1,282.6%
MET vs SAN
+366.0%
+916.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.3% |
| 7D | +1.8% | +10.8% | -9.0% | -4.0% |
| 30D | +4.8% | -5.7% | +10.5% | +7.8% |
| 3M | +6.2% | -13.4% | +19.6% | +14.1% |
| 6M | +33.8% | +3.5% | +30.3% | +29.0% |
| YTD | +33.3% | +9.7% | +23.6% | +22.5% |
| 1Y | +36.3% | +20.9% | +15.5% | +18.6% |
| 3Y | +84.6% | +254.3% | -169.7% | -16.5% |
| 5Y | +87.7% | +304.2% | -216.6% | -25.6% |
| 10Y | +198.0% | +260.2% | -62.3% | +17.7% |
| All | +1,282.6% | +366.0% | +916.6% | +321.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling