+243.8%
MET vs SPXS
-99.6%
+343.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | -0.6% |
| 7D | -0.5% | +2.5% | -3.0% | +0.5% |
| 30D | +0.5% | +4.2% | -3.7% | +2.3% |
| 3M | +11.6% | -9.3% | +20.9% | +8.0% |
| 6M | +40.8% | -30.7% | +71.5% | +24.1% |
| YTD | +25.7% | -28.1% | +53.7% | +13.1% |
| 1Y | +24.4% | -35.1% | +59.4% | +8.4% |
| 3Y | +67.5% | -79.6% | +147.0% | +4.0% |
| 5Y | +85.8% | -86.3% | +172.1% | +16.1% |
| All | +243.8% | -99.6% | +343.3% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling