+192.2%
MET vs SGI
+318.6%
-126.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.2% |
| 7D | +2.1% | -10.7% | +12.8% | +5.2% |
| 30D | +1.8% | -3.6% | +5.4% | +2.6% |
| 3M | +6.0% | -5.4% | +11.4% | +7.1% |
| 6M | +31.1% | -7.0% | +38.2% | +32.0% |
| YTD | +32.6% | -31.6% | +64.2% | +44.0% |
| 1Y | +30.5% | -33.5% | +64.0% | +42.8% |
| 3Y | +83.6% | +66.5% | +17.1% | +52.6% |
| 5Y | +84.2% | +42.2% | +42.0% | +53.5% |
| All | +192.2% | +318.6% | -126.4% | +71.6% |
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