+196.7%
ETSY vs SFM
+56.7%
+140.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | -1.0% | +6.0% | -7.1% | -2.1% |
| 30D | +7.3% | -19.5% | +26.8% | +10.9% |
| 3M | +10.3% | -37.0% | +47.3% | +18.9% |
| 6M | +55.1% | -41.0% | +96.1% | +68.1% |
| YTD | +60.5% | -34.6% | +95.2% | +69.2% |
| 1Y | +52.2% | -36.3% | +88.4% | +61.1% |
| 3Y | +40.8% | +24.5% | +16.3% | +26.1% |
| 5Y | -67.3% | +115.9% | -183.2% | -74.2% |
| 10Y | +659.4% | +139.5% | +519.9% | +452.1% |
| All | +196.7% | +56.7% | +140.0% | +102.2% |
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 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