+87.7%
MET vs SGI
+48.6%
+39.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.0% | +2.1% |
| 7D | +1.8% | -3.9% | +5.7% | +2.7% |
| 30D | +4.8% | +0.9% | +3.8% | +4.3% |
| 3M | +6.2% | -2.9% | +9.1% | +6.5% |
| 6M | +33.8% | -9.0% | +42.8% | +35.3% |
| YTD | +33.3% | -29.2% | +62.5% | +43.0% |
| 1Y | +36.3% | -32.3% | +68.6% | +48.0% |
| 3Y | +84.6% | +72.4% | +12.2% | +52.9% |
| 5Y | +87.7% | +50.6% | +37.0% | +52.5% |
| All | +87.7% | +48.6% | +39.0% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling