+59.8%
SAP vs MET
+69.5%
-9.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.3% |
| 7D | -2.9% | +1.2% | -4.1% | -3.3% |
| 30D | +9.0% | +1.4% | +7.6% | +8.4% |
| 3M | +14.9% | +17.7% | -2.7% | +9.0% |
| 6M | +11.9% | +35.0% | -23.1% | +1.7% |
| YTD | -9.9% | +26.3% | -36.2% | -16.7% |
| 1Y | -19.5% | +22.8% | -42.4% | -25.1% |
| All | +59.8% | +69.5% | -9.7% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling