+239.3%
SLV vs MET
+267.9%
-28.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | +5.1% | -1.2% | +6.3% | +5.2% |
| 30D | -12.9% | +3.2% | -16.1% | -13.1% |
| 3M | -16.1% | -1.1% | -15.0% | -16.0% |
| 6M | -33.2% | +25.0% | -58.2% | -34.4% |
| YTD | -27.2% | +27.9% | -55.1% | -28.7% |
| 1Y | +7.6% | +32.9% | -25.2% | +5.1% |
| 3Y | +122.3% | +78.8% | +43.6% | +111.6% |
| 5Y | +109.7% | +79.6% | +30.1% | +98.7% |
| 10Y | +168.4% | +228.1% | -59.6% | +138.7% |
| All | +239.3% | +267.9% | -28.6% | +153.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling