+424.6%
ETSY vs SAN
+357.1%
+67.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.6% | +1.0% |
| 7D | -4.9% | +0.2% | -5.1% | -4.9% |
| 30D | -8.6% | +0.9% | -9.6% | -8.9% |
| 3M | +4.8% | +19.1% | -14.3% | -0.6% |
| 6M | +38.1% | +33.2% | +4.9% | +26.5% |
| YTD | +31.2% | +29.1% | +2.1% | +20.7% |
| 1Y | +22.1% | +50.2% | -28.1% | +7.2% |
| 3Y | +12.2% | +351.0% | -338.8% | -28.9% |
| 5Y | -66.5% | +394.7% | -461.1% | -79.8% |
| All | +424.6% | +357.1% | +67.5% | +214.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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