+424.6%
ETSY vs SFM
+271.4%
+153.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +1.5% |
| 7D | -4.9% | -10.6% | +5.7% | -3.0% |
| 30D | -8.6% | -15.5% | +6.8% | -6.0% |
| 3M | +4.8% | -17.4% | +22.2% | +7.8% |
| 6M | +38.1% | -3.4% | +41.5% | +36.9% |
| YTD | +31.2% | -8.7% | +39.9% | +31.2% |
| 1Y | +22.1% | -47.2% | +69.3% | +34.9% |
| 3Y | +12.2% | +82.7% | -70.5% | -5.7% |
| 5Y | -66.5% | +214.3% | -280.8% | -75.1% |
| All | +424.6% | +271.4% | +153.2% | +264.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling