+1,972.8%
STX vs MET
+197.3%
+1,775.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.5% |
| 7D | +14.6% | +4.5% | +10.1% | +12.4% |
| 30D | -26.0% | +3.5% | -29.5% | -27.1% |
| 3M | -42.6% | +5.9% | -48.6% | -44.4% |
| 6M | -35.3% | +33.1% | -68.3% | -44.6% |
| YTD | +92.5% | +33.6% | +58.9% | +63.4% |
| 1Y | +102.4% | +32.7% | +69.7% | +72.3% |
| 3Y | +673.8% | +85.0% | +588.8% | +447.3% |
| 5Y | +463.1% | +85.6% | +377.5% | +293.6% |
| All | +1,972.8% | +197.3% | +1,775.5% | +982.1% |
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