-20.4%
SAP vs MET
+24.0%
-44.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.9% |
| 7D | -0.3% | +1.1% | -1.4% | -0.6% |
| 30D | +2.6% | -2.3% | +4.9% | +3.4% |
| 3M | +16.3% | +13.9% | +2.4% | +11.3% |
| 6M | +6.4% | +34.8% | -28.4% | -2.6% |
| YTD | -11.4% | +23.5% | -35.0% | -17.4% |
| 1Y | -20.4% | +23.4% | -43.8% | -25.5% |
| All | -20.4% | +24.0% | -44.4% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling