+35.9%
MET vs SFM
-36.1%
+72.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | +0.3% |
| 7D | 0.0% | -7.1% | +7.1% | +0.4% |
| 30D | +3.4% | -21.4% | +24.8% | +4.5% |
| 3M | +7.0% | -40.1% | +47.1% | +9.9% |
| 6M | +34.6% | -38.0% | +72.7% | +37.8% |
| YTD | +34.0% | -36.5% | +70.5% | +38.8% |
| 1Y | +35.9% | -35.2% | +71.1% | +40.2% |
| All | +35.9% | -36.1% | +72.1% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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