-68.8%
METC vs SPY
+12.1%
-80.8%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.6% |
| 7D | +9.8% | +2.6% | +7.2% | +6.0% |
| 30D | -18.0% | -2.0% | -16.0% | -15.0% |
| 3M | -34.9% | -2.8% | -32.2% | -31.9% |
| 6M | -55.3% | +2.1% | -57.4% | -55.4% |
| YTD | -61.9% | +11.5% | -73.4% | -65.0% |
| 1Y | -68.8% | +13.5% | -82.2% | -72.2% |
| All | -68.8% | +12.1% | -80.8% | -72.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling