+32.8%
SNOW vs MET
+211.8%
-179.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.8% |
| 7D | +2.8% | +1.2% | +1.6% | +2.5% |
| 30D | +6.4% | +1.4% | +5.0% | +5.9% |
| 3M | +38.1% | +17.7% | +20.4% | +29.8% |
| 6M | +100.4% | +35.0% | +65.4% | +77.7% |
| YTD | +53.7% | +26.3% | +27.4% | +39.9% |
| 1Y | +52.0% | +22.8% | +29.1% | +39.3% |
| 3Y | +114.7% | +65.9% | +48.7% | +78.7% |
| 5Y | +8.8% | +85.4% | -76.6% | -9.7% |
| All | +32.8% | +211.8% | -179.1% | +18.0% |
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