+653.8%
ETSY vs SIMO
+453.3%
+200.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.7% | -6.5% | +0.5% |
| 7D | -8.2% | +0.9% | -9.1% | -8.6% |
| 30D | +14.8% | -25.4% | +40.2% | +19.9% |
| 3M | +11.2% | -17.8% | +28.9% | +11.1% |
| 6M | +47.6% | -29.6% | +77.1% | +46.9% |
| YTD | +59.4% | +100.3% | -41.0% | +13.9% |
| 1Y | +38.6% | +100.4% | -61.8% | -1.1% |
| 3Y | +39.7% | +246.1% | -206.4% | -18.8% |
| 5Y | -65.1% | +189.8% | -254.9% | -79.8% |
| 10Y | +653.8% | +434.6% | +219.2% | +223.4% |
| All | +653.8% | +453.3% | +200.5% | +223.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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