+527.4%
MET vs SGI
+1,862.0%
-1,334.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.0% | +2.4% |
| 7D | +1.8% | -3.9% | +5.7% | +2.9% |
| 30D | +4.8% | +0.9% | +3.8% | +4.2% |
| 3M | +6.2% | -2.9% | +9.1% | +6.6% |
| 6M | +33.8% | -9.0% | +42.8% | +35.7% |
| YTD | +33.3% | -29.2% | +62.5% | +44.9% |
| 1Y | +36.3% | -32.3% | +68.6% | +50.2% |
| 3Y | +84.6% | +72.4% | +12.2% | +47.5% |
| 5Y | +87.7% | +50.6% | +37.0% | +48.8% |
| 10Y | +198.0% | +335.2% | -137.3% | +43.9% |
| All | +527.4% | +1,862.0% | -1,334.6% | +11.1% |
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