+164.7%
SLV vs MET
+206.5%
-41.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.5% |
| 7D | +3.7% | +1.8% | +1.9% | +3.5% |
| 30D | -15.2% | +4.8% | -19.9% | -15.6% |
| 3M | -21.8% | +6.2% | -28.0% | -22.3% |
| 6M | -36.3% | +33.8% | -70.1% | -38.3% |
| YTD | -27.8% | +33.3% | -61.1% | -30.1% |
| 1Y | +1.5% | +36.3% | -34.8% | -1.9% |
| 3Y | +128.5% | +84.6% | +43.9% | +113.9% |
| 5Y | +103.2% | +87.7% | +15.6% | +89.3% |
| 10Y | +164.7% | +198.0% | -33.3% | +127.5% |
| All | +164.7% | +206.5% | -41.8% | +127.5% |
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 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