-41.7%
METC vs SPY
+283.8%
-325.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.8% |
| 7D | +9.8% | +2.6% | +7.2% | +7.1% |
| 30D | -18.0% | -2.0% | -16.0% | -15.5% |
| 3M | -34.9% | -2.8% | -32.2% | -32.4% |
| 6M | -55.3% | +2.1% | -57.4% | -55.7% |
| YTD | -61.9% | +11.5% | -73.4% | -65.7% |
| 1Y | -68.8% | +13.5% | -82.2% | -72.3% |
| 3Y | -60.2% | +77.7% | -137.9% | -78.7% |
| 5Y | -39.4% | +72.6% | -112.0% | -66.6% |
| All | -41.7% | +283.8% | -325.5% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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