+355.0%
SE vs MET
+161.8%
+193.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.1% | -3.9% |
| 7D | -7.7% | 0.0% | -7.8% | -7.7% |
| 30D | -22.8% | +3.4% | -26.2% | -24.1% |
| 3M | -43.7% | +7.0% | -50.7% | -45.7% |
| 6M | -12.8% | +34.6% | -47.5% | -25.0% |
| YTD | -42.0% | +34.0% | -76.0% | -50.0% |
| 1Y | -48.0% | +35.9% | -83.9% | -55.6% |
| 3Y | +62.7% | +85.5% | -22.8% | +18.4% |
| 5Y | -77.8% | +87.8% | -165.6% | -83.6% |
| All | +355.0% | +161.8% | +193.2% | +166.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling