-33.0%
METD vs SPY
+45.7%
-78.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +0.6% |
| 7D | -5.6% | -2.0% | -3.6% | -8.2% |
| 30D | -7.8% | -1.7% | -6.1% | -9.8% |
| 3M | -15.0% | +4.7% | -19.7% | -8.9% |
| 6M | -5.5% | +12.5% | -18.0% | +13.5% |
| YTD | -5.8% | +11.7% | -17.6% | +12.5% |
| 1Y | +6.4% | +17.5% | -11.1% | +36.9% |
| All | -33.0% | +45.7% | -78.7% | +28.8% |
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