-24.6%
METW vs SPY
+20.8%
-45.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.9% |
| 7D | +7.9% | +0.1% | +7.8% | +7.8% |
| 30D | +5.1% | +0.1% | +5.1% | +5.1% |
| 3M | -3.3% | +2.0% | -5.3% | -5.8% |
| 6M | -11.3% | +13.0% | -24.3% | -29.9% |
| YTD | -11.1% | +13.5% | -24.7% | -30.0% |
| 1Y | -24.6% | +20.0% | -44.6% | -41.4% |
| All | -24.6% | +20.8% | -45.5% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling