-67.0%
ETSY vs SAN
+379.7%
-446.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -12.7% | -2.8% | -9.9% | -11.8% |
| 30D | -9.9% | -0.5% | -9.4% | -9.8% |
| 3M | +4.2% | +22.7% | -18.6% | -4.1% |
| 6M | +34.2% | +28.8% | +5.4% | +20.6% |
| YTD | +29.1% | +26.3% | +2.9% | +16.0% |
| 1Y | +23.8% | +48.8% | -25.0% | +3.5% |
| 3Y | +6.6% | +347.2% | -340.6% | -45.9% |
| 5Y | -67.0% | +383.8% | -450.8% | -85.6% |
| All | -67.0% | +379.7% | -446.8% | -85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling