+155.0%
ETSY vs SIMO
+936.5%
-781.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +8.7% | -15.4% | -8.6% |
| 7D | -8.5% | +4.2% | -12.7% | -9.5% |
| 30D | -10.9% | +4.1% | -15.0% | -12.7% |
| 3M | +14.1% | -12.9% | +27.0% | +13.2% |
| 6M | +37.5% | +110.3% | -72.9% | +6.0% |
| YTD | +38.0% | +178.6% | -140.6% | -3.1% |
| 1Y | +46.5% | +220.0% | -173.5% | -1.2% |
| 3Y | +2.5% | +409.0% | -406.5% | -41.5% |
| 5Y | -65.3% | +277.3% | -342.6% | -79.5% |
| 10Y | +451.6% | +506.6% | -55.0% | +157.7% |
| All | +155.0% | +936.5% | -781.5% | +6.7% |
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