+24.1%
MET vs SBAC
+0.1%
+24.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -0.8% | +0.2% | -0.9% | -0.8% |
| 30D | -1.4% | +3.9% | -5.2% | -1.7% |
| 3M | +12.5% | -8.2% | +20.7% | +12.8% |
| 6M | +37.1% | -2.8% | +39.9% | +38.0% |
| YTD | +23.8% | -1.5% | +25.3% | +23.8% |
| 1Y | +24.1% | 0.0% | +24.1% | +24.4% |
| All | +24.1% | +0.1% | +24.0% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling