-10.5%
METD vs SPY
+14.6%
-25.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.1% | +0.9% |
| 7D | -2.7% | -0.7% | -2.0% | -3.7% |
| 30D | +17.1% | -1.0% | +18.1% | +15.5% |
| 3M | -9.6% | -0.3% | -9.2% | -9.5% |
| 6M | -9.6% | +7.3% | -16.9% | +1.1% |
| YTD | -6.1% | +13.3% | -19.4% | +18.2% |
| 1Y | -10.5% | +14.8% | -25.3% | +14.5% |
| All | -10.5% | +14.6% | -25.1% | +14.5% |
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