+22.8%
MET vs SN
+46.4%
-23.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | +1.2% | -9.3% | +10.5% | +2.5% |
| 30D | +1.4% | -4.8% | +6.2% | +2.0% |
| 3M | +17.7% | +40.4% | -22.7% | +11.1% |
| 6M | +35.0% | +50.9% | -16.0% | +24.6% |
| YTD | +26.3% | +54.9% | -28.7% | +16.9% |
| 1Y | +22.8% | +43.0% | -20.2% | +12.5% |
| All | +22.8% | +46.4% | -23.6% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling