-18.9%
METW vs SPY
+29.8%
-48.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | +0.4% |
| 7D | +7.4% | +0.5% | +6.8% | +6.4% |
| 30D | +3.6% | -0.9% | +4.5% | +5.4% |
| 3M | +4.6% | +3.9% | +0.7% | -1.7% |
| 6M | -8.1% | +14.5% | -22.6% | -28.6% |
| YTD | -11.6% | +12.9% | -24.5% | -29.6% |
| 1Y | -25.4% | +19.4% | -44.7% | -45.5% |
| All | -18.9% | +29.8% | -48.7% | -51.2% |
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