-4.8%
METC vs SPY
+287.9%
-292.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -3.2% |
| 7D | -15.2% | -0.8% | -14.5% | -14.5% |
| 30D | +2.6% | -1.1% | +3.6% | +3.7% |
| 3M | -24.7% | +3.9% | -28.6% | -27.7% |
| 6M | -28.9% | +13.6% | -42.5% | -37.9% |
| YTD | -37.8% | +12.7% | -50.5% | -45.1% |
| 1Y | -53.7% | +17.5% | -71.2% | -60.9% |
| 3Y | +51.0% | +76.9% | -25.9% | -19.4% |
| 5Y | -1.0% | +83.6% | -84.6% | -49.6% |
| All | -4.8% | +287.9% | -292.7% | -78.2% |
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