+82.0%
MET vs SBAC
-43.9%
+126.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +1.1% | -0.1% | +1.2% | +1.2% |
| 30D | -2.3% | +3.2% | -5.6% | -2.8% |
| 3M | +13.9% | -5.1% | +18.9% | +14.6% |
| 6M | +34.8% | -2.1% | +36.9% | +34.6% |
| YTD | +23.5% | -0.5% | +24.0% | +22.8% |
| 1Y | +23.4% | +1.1% | +22.3% | +22.2% |
| 3Y | +64.9% | -7.4% | +72.3% | +63.0% |
| 5Y | +82.0% | -44.3% | +126.4% | +88.4% |
| All | +82.0% | -43.9% | +126.0% | +88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling