+25.0%
METC vs SPY
+81.8%
-56.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.5% | -4.6% |
| 7D | -10.6% | +0.5% | -11.1% | -11.1% |
| 30D | +22.4% | -0.9% | +23.3% | +23.4% |
| 3M | -17.9% | +3.9% | -21.8% | -20.6% |
| 6M | -10.6% | +14.5% | -25.2% | -20.5% |
| YTD | -30.4% | +12.9% | -43.3% | -37.3% |
| 1Y | -51.7% | +19.4% | -71.0% | -58.5% |
| 3Y | +68.5% | +78.5% | -10.0% | +0.9% |
| 5Y | +25.0% | +81.8% | -56.7% | -22.8% |
| All | +25.0% | +81.8% | -56.8% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling