-67.0%
ETSY vs SBAC
-45.4%
-21.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.8% |
| 7D | -12.7% | -5.3% | -7.5% | -10.7% |
| 30D | -9.9% | +0.4% | -10.3% | -10.1% |
| 3M | +4.2% | -11.9% | +16.1% | +9.4% |
| 6M | +34.2% | -4.5% | +38.7% | +33.6% |
| YTD | +29.1% | -4.3% | +33.5% | +27.6% |
| 1Y | +23.8% | -3.9% | +27.7% | +22.3% |
| 3Y | +6.6% | -11.0% | +17.6% | +5.0% |
| 5Y | -67.0% | -44.1% | -22.9% | -55.7% |
| All | -67.0% | -45.4% | -21.7% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling