+73.0%
MET vs SN
+659.6%
-586.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.2% | -1.9% |
| 7D | -1.2% | +7.2% | -8.4% | -2.4% |
| 30D | +3.2% | +20.4% | -17.2% | -0.1% |
| 3M | -1.1% | +23.9% | -25.0% | -5.0% |
| 6M | +25.0% | +93.0% | -68.0% | +10.3% |
| YTD | +27.9% | +99.2% | -71.4% | +11.7% |
| 1Y | +32.9% | +142.6% | -109.7% | +12.0% |
| 3Y | +78.8% | +398.8% | -320.0% | +42.1% |
| All | +73.0% | +659.6% | -586.6% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling