+0.9%
METU vs SPY
+46.4%
-45.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.5% | +13.4% | +14.2% |
| 7D | +20.6% | -0.4% | +20.9% | +21.7% |
| 30D | +18.1% | -1.4% | +19.5% | +22.7% |
| 3M | +15.4% | +3.7% | +11.7% | +4.8% |
| 6M | -12.4% | +13.0% | -25.4% | -36.5% |
| YTD | -19.3% | +12.4% | -31.7% | -40.3% |
| 1Y | -43.9% | +18.5% | -62.5% | -63.8% |
| All | +0.9% | +46.4% | -45.5% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling