+162.0%
SO vs MET
+245.0%
-83.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | 0.0% | -0.8% | +0.8% | +0.2% |
| 30D | -2.5% | -1.4% | -1.1% | -2.2% |
| 3M | -4.2% | +12.5% | -16.7% | -7.3% |
| 6M | -7.7% | +37.1% | -44.7% | -15.5% |
| YTD | +3.8% | +23.8% | -20.0% | -2.6% |
| 1Y | +0.1% | +24.1% | -24.1% | -6.4% |
| 3Y | +44.2% | +65.2% | -21.0% | +21.4% |
| 5Y | +57.9% | +82.3% | -24.4% | +26.3% |
| 10Y | +162.0% | +241.6% | -79.6% | +61.8% |
| All | +162.0% | +245.0% | -83.1% | +61.8% |
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 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