-60.1%
METC vs SPY
+78.4%
-138.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.5% |
| 7D | -2.7% | -0.6% | -2.1% | -1.6% |
| 30D | -24.6% | -3.7% | -20.9% | -21.6% |
| 3M | -35.6% | -2.7% | -32.8% | -33.5% |
| 6M | -55.7% | +2.2% | -57.9% | -55.9% |
| YTD | -63.6% | +10.8% | -74.4% | -65.9% |
| 1Y | -73.6% | +11.2% | -84.8% | -75.3% |
| 3Y | -60.1% | +76.5% | -136.6% | -66.0% |
| All | -60.1% | +78.4% | -138.5% | -66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling