+194.3%
ETSY vs SIMO
+628.5%
-434.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.4% |
| 7D | -3.5% | +14.9% | -18.4% | -6.2% |
| 30D | +11.4% | -27.0% | +38.4% | +16.6% |
| 3M | +10.9% | -25.4% | +36.3% | +13.3% |
| 6M | +53.5% | -30.3% | +83.8% | +53.2% |
| YTD | +59.3% | +95.8% | -36.5% | +16.7% |
| 1Y | +38.2% | +100.0% | -61.9% | +0.6% |
| 3Y | +39.6% | +238.3% | -198.6% | -15.4% |
| 5Y | -67.6% | +187.6% | -255.1% | -80.4% |
| 10Y | +653.3% | +422.5% | +230.8% | +255.8% |
| All | +194.3% | +628.5% | -434.2% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling