+65.2%
ETSY vs SFM
-35.8%
+101.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.6% | +3.5% | +6.9% |
| 7D | +4.2% | -12.3% | +16.5% | +4.4% |
| 30D | +35.8% | -16.2% | +52.0% | +36.2% |
| 3M | +11.4% | -36.8% | +48.1% | +10.6% |
| 6M | +50.3% | -32.6% | +82.9% | +50.0% |
| YTD | +73.6% | -31.7% | +105.3% | +77.8% |
| 1Y | +65.2% | -35.0% | +100.2% | +69.9% |
| All | +65.2% | -35.8% | +101.0% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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