+171.3%
SAP vs MET
+248.0%
-76.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | -2.0% |
| 7D | -5.1% | -2.5% | -2.6% | -4.2% |
| 30D | -1.8% | 0.0% | -1.8% | -1.8% |
| 3M | +20.9% | +13.1% | +7.9% | +15.4% |
| 6M | +7.0% | +39.0% | -32.0% | -5.6% |
| YTD | -13.7% | +25.2% | -38.9% | -21.2% |
| 1Y | -19.6% | +25.6% | -45.2% | -26.7% |
| 3Y | +52.4% | +67.1% | -14.7% | +22.2% |
| 5Y | +54.4% | +85.1% | -30.7% | +17.5% |
| All | +171.3% | +248.0% | -76.7% | +54.2% |
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