+243.8%
MET vs SRE
+122.3%
+121.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.8% |
| 7D | -0.5% | -0.8% | +0.3% | -0.1% |
| 30D | +0.5% | -3.0% | +3.5% | +1.8% |
| 3M | +11.6% | -8.3% | +19.9% | +16.3% |
| 6M | +40.8% | -8.9% | +49.7% | +46.6% |
| YTD | +25.7% | -4.3% | +29.9% | +27.0% |
| 1Y | +24.4% | +2.7% | +21.6% | +20.5% |
| 3Y | +67.5% | +28.7% | +38.8% | +37.6% |
| 5Y | +85.8% | +47.1% | +38.7% | +38.5% |
| All | +243.8% | +122.3% | +121.5% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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