+32.7%
MET vs SFM
-36.8%
+69.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.7% |
| 7D | +4.5% | +6.0% | -1.6% | +4.2% |
| 30D | +3.5% | -19.5% | +23.0% | +4.4% |
| 3M | +5.9% | -37.0% | +43.0% | +8.2% |
| 6M | +33.1% | -41.0% | +74.1% | +35.7% |
| YTD | +33.6% | -34.6% | +68.2% | +37.4% |
| 1Y | +32.7% | -36.3% | +68.9% | +36.4% |
| All | +32.7% | -36.8% | +69.5% | +36.4% |
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