+242.5%
MET vs SGI
+266.5%
-24.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +2.0% |
| 7D | -2.5% | -4.9% | +2.4% | -1.2% |
| 30D | 0.0% | +1.6% | -1.6% | -0.6% |
| 3M | +13.1% | -3.2% | +16.2% | +13.2% |
| 6M | +39.0% | -16.0% | +55.0% | +43.7% |
| YTD | +25.2% | -25.4% | +50.6% | +33.2% |
| 1Y | +25.6% | -21.6% | +47.2% | +31.2% |
| 3Y | +67.1% | +52.9% | +14.2% | +43.0% |
| 5Y | +85.1% | +47.5% | +37.6% | +53.9% |
| All | +242.5% | +266.5% | -24.0% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling