-0.9%
METU vs SPY
+46.7%
-47.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | -1.2% |
| 7D | +9.8% | -0.8% | +10.6% | +12.0% |
| 30D | +22.7% | -1.1% | +23.8% | +26.5% |
| 3M | +20.0% | +3.9% | +16.2% | +8.7% |
| 6M | -15.9% | +13.6% | -29.5% | -39.8% |
| YTD | -20.7% | +12.7% | -33.4% | -41.8% |
| 1Y | -42.7% | +17.5% | -60.2% | -62.0% |
| All | -0.9% | +46.7% | -47.6% | -62.8% |
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