+2,550.6%
SOXX vs MET
+547.0%
+2,003.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | -3.6% | +0.5% | -4.1% | -3.9% |
| 3M | -10.2% | +11.6% | -21.8% | -14.7% |
| 6M | +54.2% | +40.8% | +13.5% | +33.2% |
| YTD | +75.2% | +25.7% | +49.5% | +57.9% |
| 1Y | +107.5% | +24.4% | +83.1% | +87.4% |
| 3Y | +226.8% | +67.5% | +159.3% | +161.1% |
| 5Y | +251.2% | +85.8% | +165.4% | +168.4% |
| 10Y | +1,567.6% | +246.8% | +1,320.9% | +858.6% |
| All | +2,550.6% | +547.0% | +2,003.6% | +567.4% |
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