+235.3%
SLV vs MET
+245.0%
-9.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | +2.8% | -0.8% | +3.6% | +2.9% |
| 30D | +2.2% | -1.4% | +3.6% | +2.3% |
| 3M | +2.9% | +12.5% | -9.6% | +1.6% |
| 6M | -22.4% | +37.1% | -59.5% | -24.9% |
| YTD | -5.7% | +23.8% | -29.5% | -7.9% |
| 1Y | +63.3% | +24.1% | +39.2% | +59.4% |
| 3Y | +189.0% | +65.2% | +123.8% | +173.7% |
| 5Y | +172.7% | +82.3% | +90.4% | +155.2% |
| 10Y | +235.3% | +241.6% | -6.3% | +190.9% |
| All | +235.3% | +245.0% | -9.8% | +190.9% |
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