+424.6%
ETSY vs SBAC
+87.1%
+337.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.6% |
| 7D | -4.9% | -2.1% | -2.8% | -4.0% |
| 30D | -8.6% | +2.0% | -10.6% | -9.4% |
| 3M | +4.8% | -8.3% | +13.1% | +8.5% |
| 6M | +38.1% | +0.3% | +37.8% | +34.4% |
| YTD | +31.2% | -2.2% | +33.4% | +28.4% |
| 1Y | +22.1% | -4.6% | +26.7% | +21.1% |
| 3Y | +12.2% | -8.3% | +20.5% | +9.4% |
| 5Y | -66.5% | -42.8% | -23.6% | -57.9% |
| All | +424.6% | +87.1% | +337.5% | +329.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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