+78.0%
SPYM vs MET
+85.6%
-7.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +2.6% | +4.5% | -1.9% | +1.0% |
| 30D | -2.0% | +3.5% | -5.5% | -3.2% |
| 3M | -2.8% | +5.9% | -8.7% | -4.9% |
| 6M | +2.2% | +33.1% | -30.9% | -8.4% |
| YTD | +11.5% | +33.6% | -22.0% | -0.6% |
| 1Y | +13.5% | +32.7% | -19.2% | +1.3% |
| 3Y | +78.0% | +85.0% | -7.0% | +42.3% |
| All | +78.0% | +85.6% | -7.5% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling