-33.9%
METD vs SPY
+46.6%
-80.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -7.1% |
| 7D | -9.7% | -0.4% | -9.3% | -10.1% |
| 30D | -9.6% | -1.4% | -8.2% | -11.3% |
| 3M | -14.1% | +3.7% | -17.8% | -9.2% |
| 6M | -7.8% | +13.0% | -20.8% | +11.5% |
| YTD | -7.1% | +12.4% | -19.5% | +11.9% |
| 1Y | +6.9% | +18.5% | -11.7% | +39.1% |
| All | -33.9% | +46.6% | -80.5% | +28.1% |
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