-67.4%
ETSY vs SIMO
+170.3%
-237.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +1.4% |
| 7D | -1.0% | +4.1% | -5.1% | -1.6% |
| 30D | +7.3% | -24.0% | +31.3% | +9.9% |
| 3M | +10.3% | -31.8% | +42.1% | +12.9% |
| 6M | +55.1% | -36.9% | +91.9% | +56.5% |
| YTD | +60.5% | +84.8% | -24.3% | +24.4% |
| 1Y | +52.2% | +99.0% | -46.8% | +15.7% |
| 3Y | +40.8% | +217.9% | -177.1% | -6.6% |
| All | -67.4% | +170.3% | -237.7% | -78.4% |
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 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