+70.0%
MET vs SN
+419.0%
-349.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | +1.2% | -9.3% | +10.5% | +3.1% |
| 30D | +1.4% | -4.8% | +6.2% | +2.3% |
| 3M | +17.7% | +40.4% | -22.7% | +8.9% |
| 6M | +35.0% | +50.9% | -16.0% | +22.4% |
| YTD | +26.3% | +54.9% | -28.7% | +13.6% |
| 1Y | +22.8% | +43.0% | -20.2% | +12.2% |
| All | +70.0% | +419.0% | -349.0% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling