+199.7%
MET vs SBAC
+109.8%
+89.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | 0.0% | -2.8% | +2.8% | +0.8% |
| 30D | +3.4% | +3.1% | +0.3% | +2.5% |
| 3M | +7.0% | +5.1% | +1.8% | +5.3% |
| 6M | +34.6% | -11.4% | +46.0% | +37.9% |
| YTD | +34.0% | +0.2% | +33.8% | +31.7% |
| 1Y | +35.9% | -3.9% | +39.9% | +35.2% |
| 3Y | +85.5% | -7.7% | +93.1% | +82.3% |
| 5Y | +87.8% | -39.7% | +127.5% | +107.0% |
| 10Y | +199.7% | +111.9% | +87.8% | +169.8% |
| All | +199.7% | +109.8% | +89.9% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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