+494.4%
MET vs SGI
+2,083.6%
-1,589.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | +1.2% | +8.5% | -7.4% | -1.5% |
| 30D | +1.4% | +0.7% | +0.7% | +0.9% |
| 3M | +17.7% | +0.6% | +17.1% | +16.4% |
| 6M | +35.0% | -17.9% | +52.9% | +41.3% |
| YTD | +26.3% | -21.2% | +47.5% | +33.3% |
| 1Y | +22.8% | -18.9% | +41.7% | +27.7% |
| 3Y | +65.9% | +52.6% | +13.3% | +38.0% |
| 5Y | +85.4% | +60.7% | +24.6% | +44.4% |
| 10Y | +253.7% | +278.1% | -24.4% | +77.5% |
| All | +494.4% | +2,083.6% | -1,589.2% | +2.2% |
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