+142.7%
ETSY vs SFM
+129.0%
+13.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -6.5% | +1.7% | -3.7% |
| 7D | -10.9% | -5.8% | -5.1% | -10.0% |
| 30D | -14.9% | -11.4% | -3.5% | -13.1% |
| 3M | +5.8% | -12.2% | +18.0% | +7.7% |
| 6M | +29.1% | -5.2% | +34.3% | +28.5% |
| YTD | +31.3% | -4.5% | +35.8% | +30.2% |
| 1Y | +25.1% | -45.4% | +70.5% | +37.5% |
| 3Y | +8.5% | +91.1% | -82.6% | -9.6% |
| 5Y | -66.1% | +226.8% | -292.9% | -75.1% |
| 10Y | +410.3% | +291.9% | +118.4% | +240.2% |
| All | +142.7% | +129.0% | +13.7% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling