+333.1%
SLV vs MET
+263.3%
+69.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | -0.3% | +1.2% | -1.5% | -0.4% |
| 30D | +6.7% | +1.4% | +5.3% | +6.5% |
| 3M | -10.7% | +17.7% | -28.4% | -11.9% |
| 6M | -20.6% | +35.0% | -55.6% | -22.5% |
| YTD | -7.1% | +26.3% | -33.4% | -8.9% |
| 1Y | +62.0% | +22.8% | +39.2% | +59.1% |
| 3Y | +169.8% | +65.9% | +103.9% | +158.2% |
| 5Y | +161.5% | +85.4% | +76.1% | +147.2% |
| 10Y | +224.4% | +253.7% | -29.3% | +187.0% |
| All | +333.1% | +263.3% | +69.8% | +224.4% |
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