-5.5%
SAP vs MET
+37.6%
-43.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.8% |
| 7D | +1.5% | +1.8% | -0.3% | +0.8% |
| 30D | +8.8% | +4.8% | +4.0% | +6.8% |
| 3M | +12.1% | +6.2% | +5.9% | +9.5% |
| 6M | +34.6% | +33.8% | +0.8% | +21.8% |
| YTD | -2.1% | +33.3% | -35.4% | -11.5% |
| 1Y | -5.5% | +36.3% | -41.9% | -16.0% |
| All | -5.5% | +37.6% | -43.1% | -16.0% |
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