+175.8%
SLV vs MET
+197.3%
-21.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -5.8% | +4.5% | -10.3% | -6.3% |
| 30D | -12.1% | +3.5% | -15.7% | -12.5% |
| 3M | -24.1% | +5.9% | -30.1% | -24.6% |
| 6M | -44.4% | +33.1% | -77.4% | -46.1% |
| YTD | -31.5% | +33.6% | -65.1% | -33.7% |
| 1Y | -6.9% | +32.7% | -39.6% | -9.8% |
| 3Y | +116.0% | +85.0% | +31.0% | +102.0% |
| 5Y | +88.4% | +85.6% | +2.8% | +75.6% |
| All | +175.8% | +197.3% | -21.5% | +137.8% |
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