+1,289.4%
MET vs SBAC
+467.1%
+822.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | 0.0% | -2.8% | +2.8% | +0.6% |
| 30D | +3.4% | +3.1% | +0.3% | +2.7% |
| 3M | +7.0% | +5.1% | +1.8% | +5.7% |
| 6M | +34.6% | -11.4% | +46.0% | +37.1% |
| YTD | +34.0% | +0.2% | +33.8% | +32.3% |
| 1Y | +35.9% | -3.9% | +39.9% | +35.3% |
| 3Y | +85.5% | -7.7% | +93.1% | +83.7% |
| 5Y | +87.8% | -39.7% | +127.5% | +99.0% |
| 10Y | +199.7% | +111.9% | +87.8% | +149.5% |
| All | +1,289.4% | +467.1% | +822.3% | +738.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling