+241.6%
MET vs SBAC
+78.4%
+163.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -0.8% | +0.2% | -0.9% | -0.8% |
| 30D | -1.4% | +3.9% | -5.2% | -2.3% |
| 3M | +12.5% | -8.2% | +20.7% | +14.6% |
| 6M | +37.1% | -2.8% | +39.9% | +36.7% |
| YTD | +23.8% | -1.5% | +25.3% | +22.7% |
| 1Y | +24.1% | 0.0% | +24.1% | +22.3% |
| 3Y | +65.2% | -8.4% | +73.6% | +62.9% |
| 5Y | +82.3% | -43.5% | +125.8% | +104.5% |
| 10Y | +241.6% | +86.9% | +154.7% | +234.7% |
| All | +241.6% | +78.4% | +163.2% | +234.7% |
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