-67.0%
ETSY vs SFM
+212.1%
-279.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | -12.7% | -8.8% | -4.0% | -11.4% |
| 30D | -9.9% | -14.5% | +4.5% | -7.7% |
| 3M | +4.2% | -16.8% | +21.0% | +6.9% |
| 6M | +34.2% | -5.3% | +39.5% | +33.4% |
| YTD | +29.1% | -9.4% | +38.5% | +29.2% |
| 1Y | +23.8% | -46.2% | +70.0% | +37.5% |
| 3Y | +6.6% | +81.3% | -74.6% | -13.9% |
| 5Y | -67.0% | +211.9% | -278.9% | -73.2% |
| All | -67.0% | +212.1% | -279.2% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling