+110.6%
SPOT vs MET
+82.5%
+28.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -0.8% |
| 7D | -6.9% | -2.5% | -4.4% | -5.8% |
| 30D | +4.1% | 0.0% | +4.2% | +4.1% |
| 3M | +3.7% | +13.1% | -9.4% | -2.2% |
| 6M | -1.6% | +39.0% | -40.6% | -15.6% |
| YTD | -10.2% | +25.2% | -35.4% | -19.2% |
| 1Y | -25.9% | +25.6% | -51.5% | -33.8% |
| 3Y | +235.6% | +67.1% | +168.5% | +153.0% |
| 5Y | +110.6% | +85.1% | +25.5% | +50.2% |
| All | +110.6% | +82.5% | +28.0% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling