+82.3%
MET vs SGI
+56.1%
+26.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.7% |
| 7D | -0.8% | +0.6% | -1.4% | -0.9% |
| 30D | -1.4% | +5.5% | -6.9% | -2.8% |
| 3M | +12.5% | -3.6% | +16.1% | +12.8% |
| 6M | +37.1% | -15.0% | +52.1% | +41.2% |
| YTD | +23.8% | -23.0% | +46.8% | +30.5% |
| 1Y | +24.1% | -18.4% | +42.5% | +28.2% |
| 3Y | +65.2% | +57.8% | +7.4% | +40.2% |
| 5Y | +82.3% | +51.5% | +30.8% | +50.0% |
| All | +82.3% | +56.1% | +26.1% | +50.0% |
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