+503.4%
SAP vs MET
+1,317.8%
-814.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.7% | -3.6% |
| 7D | -0.7% | -1.2% | +0.5% | -0.3% |
| 30D | +11.1% | +3.2% | +7.9% | +9.9% |
| 3M | +17.0% | -1.1% | +18.1% | +17.3% |
| 6M | +34.8% | +25.0% | +9.8% | +25.0% |
| YTD | -2.2% | +27.9% | -30.1% | -10.4% |
| 1Y | -6.4% | +32.9% | -39.3% | -15.4% |
| 3Y | +75.1% | +78.8% | -3.6% | +41.6% |
| 5Y | +69.8% | +79.6% | -9.7% | +35.5% |
| 10Y | +219.8% | +228.1% | -8.2% | +98.3% |
| All | +503.4% | +1,317.8% | -814.4% | +69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling