+416.1%
ETSY vs SIMO
+557.5%
-141.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.0% | +1.5% |
| 7D | -12.7% | +12.5% | -25.3% | -15.3% |
| 30D | -9.9% | +18.4% | -28.3% | -14.2% |
| 3M | +4.2% | +5.6% | -1.4% | -1.4% |
| 6M | +34.2% | +116.9% | -82.7% | +1.4% |
| YTD | +29.1% | +188.4% | -159.3% | -11.8% |
| 1Y | +23.8% | +221.3% | -197.5% | -18.3% |
| 3Y | +6.6% | +438.6% | -431.9% | -42.0% |
| 5Y | -67.0% | +287.9% | -354.9% | -81.2% |
| All | +416.1% | +557.5% | -141.3% | +125.2% |
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