+194.9%
SO vs MET
+206.5%
-11.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -0.1% | +1.8% | -1.9% | -0.6% |
| 30D | +8.7% | +4.8% | +3.9% | +7.2% |
| 3M | +3.4% | +6.2% | -2.8% | +1.5% |
| 6M | +3.7% | +33.8% | -30.1% | -4.6% |
| YTD | +10.0% | +33.3% | -23.3% | +0.8% |
| 1Y | +6.6% | +36.3% | -29.7% | -3.0% |
| 3Y | +52.5% | +84.6% | -32.1% | +23.5% |
| 5Y | +76.1% | +87.7% | -11.6% | +39.3% |
| 10Y | +194.9% | +198.0% | -3.1% | +73.9% |
| All | +194.9% | +206.5% | -11.6% | +73.9% |
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 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