+237.7%
SLV vs MET
+285.4%
-47.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -14.2% | +3.4% | -17.5% | -14.4% |
| 3M | -20.3% | +7.0% | -27.3% | -20.8% |
| 6M | -40.2% | +34.6% | -74.8% | -41.6% |
| YTD | -27.6% | +34.0% | -61.5% | -29.3% |
| 1Y | +0.4% | +35.9% | -35.5% | -2.1% |
| 3Y | +129.4% | +85.5% | +43.9% | +117.7% |
| 5Y | +99.8% | +87.8% | +12.0% | +88.7% |
| 10Y | +183.2% | +199.7% | -16.5% | +153.4% |
| All | +237.7% | +285.4% | -47.7% | +151.8% |
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 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