-67.4%
ETSY vs SAN
+294.0%
-361.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -1.0% | +4.0% | -5.0% | -2.6% |
| 30D | +7.3% | -7.8% | +15.1% | +10.2% |
| 3M | +10.3% | -16.4% | +26.7% | +17.1% |
| 6M | +55.1% | +3.5% | +51.5% | +50.4% |
| YTD | +60.5% | +6.7% | +53.9% | +51.8% |
| 1Y | +52.2% | +14.5% | +37.7% | +39.5% |
| 3Y | +40.8% | +243.5% | -202.7% | -23.5% |
| All | -67.4% | +294.0% | -361.4% | -85.4% |
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