-66.1%
ETSY vs SIMO
+297.1%
-363.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +6.2% | -11.0% | -5.7% |
| 7D | -10.9% | +14.6% | -25.5% | -12.9% |
| 30D | -14.9% | +6.2% | -21.1% | -16.2% |
| 3M | +5.8% | +3.6% | +2.2% | +2.4% |
| 6M | +29.1% | +130.8% | -101.7% | +2.8% |
| YTD | +31.3% | +195.8% | -164.4% | -3.0% |
| 1Y | +25.1% | +225.0% | -199.9% | -9.8% |
| 3Y | +8.5% | +452.3% | -443.8% | -33.1% |
| 5Y | -66.1% | +303.6% | -369.7% | -76.9% |
| All | -66.1% | +297.1% | -363.2% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling