-2.0%
METU vs SPY
+45.5%
-47.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -1.2% |
| 7D | +10.7% | -2.0% | +12.6% | +16.7% |
| 30D | +13.2% | -1.7% | +14.8% | +18.6% |
| 3M | +17.7% | +4.7% | +13.0% | +4.0% |
| 6M | -16.5% | +12.5% | -29.0% | -38.7% |
| YTD | -21.6% | +11.7% | -33.3% | -41.0% |
| 1Y | -43.5% | +17.5% | -61.0% | -62.5% |
| All | -2.0% | +45.5% | -47.5% | -62.3% |
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