+192.2%
MET vs SBAC
+110.3%
+81.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.6% |
| 7D | +2.1% | -3.4% | +5.5% | +3.0% |
| 30D | +1.8% | +2.6% | -0.8% | +1.0% |
| 3M | +6.0% | +2.6% | +3.4% | +5.0% |
| 6M | +31.1% | -11.5% | +42.6% | +34.4% |
| YTD | +32.6% | -1.6% | +34.2% | +31.0% |
| 1Y | +30.5% | -5.1% | +35.6% | +30.2% |
| 3Y | +83.6% | -9.3% | +92.9% | +81.2% |
| 5Y | +84.2% | -41.0% | +125.2% | +104.2% |
| All | +192.2% | +110.3% | +81.9% | +160.7% |
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