+1,907.8%
STX vs MET
+201.0%
+1,706.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.3% |
| 7D | -17.3% | +1.8% | -19.0% | -17.8% |
| 30D | -35.9% | +4.8% | -40.7% | -37.3% |
| 3M | -37.3% | +6.2% | -43.5% | -39.3% |
| 6M | -35.8% | +33.8% | -69.6% | -45.3% |
| YTD | +82.7% | +33.3% | +49.4% | +55.2% |
| 1Y | +71.6% | +36.3% | +35.3% | +44.0% |
| 3Y | +635.3% | +84.6% | +550.7% | +420.5% |
| 5Y | +483.8% | +87.7% | +396.1% | +305.8% |
| All | +1,907.8% | +201.0% | +1,706.8% | +946.4% |
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 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