+142.7%
ETSY vs SAN
+198.6%
-55.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.4% | -4.7% |
| 7D | -10.9% | +3.3% | -14.3% | -11.7% |
| 30D | -14.9% | +1.1% | -16.0% | -15.2% |
| 3M | +5.8% | +22.2% | -16.4% | -0.4% |
| 6M | +29.1% | +36.0% | -6.9% | +17.5% |
| YTD | +31.3% | +28.2% | +3.1% | +21.0% |
| 1Y | +25.1% | +54.1% | -29.0% | +9.0% |
| 3Y | +8.5% | +354.2% | -345.8% | -31.4% |
| 5Y | -66.1% | +387.3% | -453.4% | -79.4% |
| 10Y | +410.3% | +334.8% | +75.5% | +201.8% |
| All | +142.7% | +198.6% | -55.9% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling