+9.8%
ETSY vs SFM
+83.0%
-73.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.7% | -1.8% |
| 7D | -12.9% | -7.2% | -5.7% | -12.2% |
| 30D | -11.5% | -14.3% | +2.9% | -10.1% |
| 3M | +3.5% | -13.7% | +17.3% | +4.8% |
| 6M | +27.6% | -6.0% | +33.6% | +27.4% |
| YTD | +28.4% | -8.2% | +36.6% | +28.5% |
| 1Y | +27.1% | -46.2% | +73.3% | +38.2% |
| All | +9.8% | +83.0% | -73.1% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling