+20.1%
ETSY vs SBAC
-4.6%
+24.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.0% |
| 7D | -12.7% | -5.3% | -7.5% | -12.0% |
| 30D | -9.9% | +0.4% | -10.3% | -9.9% |
| 3M | +4.2% | -11.9% | +16.1% | +5.5% |
| 6M | +34.2% | -4.5% | +38.7% | +31.5% |
| YTD | +29.1% | -4.3% | +33.5% | +29.8% |
| All | +20.1% | -4.6% | +24.7% | +43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling