+523.9%
MET vs SGI
+1,794.5%
-1,270.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.1% |
| 7D | +2.1% | -10.7% | +12.8% | +5.7% |
| 30D | +1.8% | -3.6% | +5.4% | +2.7% |
| 3M | +6.0% | -5.4% | +11.4% | +7.3% |
| 6M | +31.1% | -7.0% | +38.2% | +32.2% |
| YTD | +32.6% | -31.6% | +64.2% | +45.7% |
| 1Y | +30.5% | -33.5% | +64.0% | +44.6% |
| 3Y | +83.6% | +66.5% | +17.1% | +48.3% |
| 5Y | +84.2% | +42.2% | +42.0% | +48.7% |
| 10Y | +196.6% | +320.9% | -124.3% | +44.7% |
| All | +523.9% | +1,794.5% | -1,270.6% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling