+23.4%
MET vs SN
+48.4%
-25.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.3% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -2.3% | -5.6% | +3.3% | -1.6% |
| 3M | +13.9% | +48.1% | -34.2% | +6.8% |
| 6M | +34.8% | +57.6% | -22.8% | +24.1% |
| YTD | +23.5% | +56.5% | -33.0% | +14.5% |
| 1Y | +23.4% | +52.6% | -29.2% | +10.6% |
| All | +23.4% | +48.4% | -25.0% | +10.6% |
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