+64.9%
MET vs SGI
+59.4%
+5.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.1% |
| 7D | +1.1% | +9.3% | -8.1% | -1.1% |
| 30D | -2.3% | +6.9% | -9.2% | -4.0% |
| 3M | +13.9% | +2.8% | +11.0% | +12.1% |
| 6M | +34.8% | -12.6% | +47.4% | +38.0% |
| YTD | +23.5% | -21.5% | +45.1% | +29.9% |
| 1Y | +23.4% | -18.8% | +42.1% | +28.0% |
| 3Y | +64.9% | +60.8% | +4.0% | +37.9% |
| All | +64.9% | +59.4% | +5.5% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling