+2,053.4%
SO vs MET
+1,317.8%
+735.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | -1.5% | -1.2% | -0.3% | -1.3% |
| 30D | +8.1% | +3.2% | +4.9% | +7.5% |
| 3M | +0.2% | -1.1% | +1.3% | +0.3% |
| 6M | +0.4% | +25.0% | -24.6% | -3.2% |
| YTD | +8.5% | +27.9% | -19.4% | +4.0% |
| 1Y | +4.9% | +32.9% | -27.9% | 0.0% |
| 3Y | +47.9% | +78.8% | -30.9% | +33.2% |
| 5Y | +75.7% | +79.6% | -3.9% | +56.9% |
| 10Y | +178.0% | +228.1% | -50.1% | +120.0% |
| All | +2,053.4% | +1,317.8% | +735.6% | +1,227.9% |
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 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