+316.9%
SPYM vs MET
+249.3%
+67.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -1.0% | -0.5% | -0.6% | -0.9% |
| 30D | -1.3% | +0.5% | -1.8% | -1.6% |
| 3M | +3.6% | +11.6% | -8.0% | -1.4% |
| 6M | +13.3% | +40.8% | -27.5% | -2.3% |
| YTD | +12.4% | +25.7% | -13.2% | +1.3% |
| 1Y | +17.3% | +24.4% | -7.1% | +5.8% |
| 3Y | +76.8% | +67.5% | +9.3% | +38.3% |
| 5Y | +83.6% | +85.8% | -2.2% | +35.6% |
| All | +316.9% | +249.3% | +67.6% | +122.0% |
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