+222.9%
SAP vs MET
+227.5%
-4.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +0.4% |
| 7D | +1.6% | +1.3% | +0.3% | +1.1% |
| 30D | +10.5% | +4.0% | +6.5% | +8.8% |
| 3M | +15.2% | +4.6% | +10.6% | +13.0% |
| 6M | +36.7% | +32.8% | +3.9% | +22.4% |
| YTD | -0.6% | +32.3% | -32.9% | -11.2% |
| 1Y | -4.1% | +37.1% | -41.3% | -15.6% |
| 3Y | +73.2% | +86.8% | -13.6% | +32.7% |
| 5Y | +74.1% | +87.4% | -13.3% | +31.5% |
| 10Y | +222.9% | +209.9% | +13.0% | +91.5% |
| All | +222.9% | +227.5% | -4.5% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 10y: compounded portfolio wealth divided by compounded MET 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…
10y analysis · Full analysis span regression · 6 months rolling