+194.4%
MET vs SGI
+319.5%
-125.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | +4.5% | -5.3% | +9.8% | +6.0% |
| 30D | +3.5% | -2.1% | +5.6% | +3.9% |
| 3M | +5.9% | -8.2% | +14.1% | +7.9% |
| 6M | +33.1% | -4.6% | +37.6% | +33.0% |
| YTD | +33.6% | -31.5% | +65.0% | +45.1% |
| 1Y | +32.7% | -30.8% | +63.5% | +43.6% |
| 3Y | +85.0% | +67.2% | +17.8% | +53.6% |
| 5Y | +85.6% | +42.5% | +43.1% | +54.6% |
| All | +194.4% | +319.5% | -125.1% | +72.9% |
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