+70.8%
SAP vs MET
+78.1%
-7.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.7% | -3.6% |
| 7D | -0.7% | -1.2% | +0.5% | -0.2% |
| 30D | +11.1% | +3.2% | +7.9% | +9.7% |
| 3M | +17.0% | -1.1% | +18.1% | +17.3% |
| 6M | +34.8% | +25.0% | +9.8% | +24.0% |
| YTD | -2.2% | +27.9% | -30.1% | -11.2% |
| 1Y | -6.4% | +32.9% | -39.3% | -16.3% |
| 3Y | +75.1% | +78.8% | -3.6% | +36.5% |
| All | +70.8% | +78.1% | -7.4% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling