+363.5%
SE vs MET
+161.1%
+202.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +0.8% |
| 7D | -0.5% | +4.5% | -4.9% | -2.5% |
| 30D | -20.9% | +3.5% | -24.5% | -22.3% |
| 3M | -38.9% | +5.9% | -44.8% | -40.7% |
| 6M | -19.4% | +33.1% | -52.5% | -30.3% |
| YTD | -40.9% | +33.6% | -74.5% | -49.0% |
| 1Y | -46.2% | +32.7% | -78.9% | -53.5% |
| 3Y | +63.7% | +85.0% | -21.3% | +19.3% |
| 5Y | -77.9% | +85.6% | -163.5% | -83.6% |
| All | +363.5% | +161.1% | +202.4% | +172.2% |
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 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