+70.8%
MET vs SN
+490.7%
-419.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | +1.2% | -9.3% | +10.5% | +2.8% |
| 30D | +1.4% | -4.8% | +6.2% | +2.2% |
| 3M | +17.7% | +40.4% | -22.7% | +10.1% |
| 6M | +35.0% | +50.9% | -16.0% | +24.1% |
| YTD | +26.3% | +54.9% | -28.7% | +15.4% |
| 1Y | +22.8% | +43.0% | -20.2% | +13.6% |
| 3Y | +65.9% | +391.8% | -325.9% | +37.6% |
| All | +70.8% | +490.7% | -419.8% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling