+1,289.4%
MET vs SAN
+363.0%
+926.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | 0.0% | +3.4% | -3.3% | -1.8% |
| 30D | +3.4% | -6.3% | +9.6% | +6.6% |
| 3M | +7.0% | -14.1% | +21.1% | +15.4% |
| 6M | +34.6% | +4.2% | +30.5% | +29.4% |
| YTD | +34.0% | +9.0% | +24.9% | +23.5% |
| 1Y | +35.9% | +18.8% | +17.2% | +19.4% |
| 3Y | +85.5% | +252.0% | -166.5% | -15.8% |
| 5Y | +87.8% | +299.5% | -211.7% | -25.0% |
| 10Y | +199.7% | +276.7% | -77.0% | +15.5% |
| All | +1,289.4% | +363.0% | +926.3% | +325.1% |
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