+68.5%
METC vs SPY
+78.7%
-10.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.5% | -4.7% |
| 7D | -10.6% | +0.5% | -11.1% | -11.1% |
| 30D | +22.4% | -0.9% | +23.3% | +23.2% |
| 3M | -17.9% | +3.9% | -21.8% | -20.2% |
| 6M | -10.6% | +14.5% | -25.2% | -18.8% |
| YTD | -30.4% | +12.9% | -43.3% | -36.0% |
| 1Y | -51.7% | +19.4% | -71.0% | -57.2% |
| 3Y | +68.5% | +78.5% | -10.0% | +45.8% |
| All | +68.5% | +78.7% | -10.2% | +45.8% |
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