+12.2%
ETSY vs SITM
+452.7%
-440.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.5% | -3.9% | +1.3% |
| 7D | -4.9% | +3.9% | -8.8% | -5.1% |
| 30D | -8.6% | -6.6% | -2.0% | -8.4% |
| 3M | +4.8% | -11.9% | +16.6% | +5.0% |
| 6M | +38.1% | +81.1% | -43.0% | +27.0% |
| YTD | +31.2% | +80.0% | -48.7% | +19.7% |
| 1Y | +22.1% | +145.8% | -123.7% | +6.0% |
| 3Y | +12.2% | +475.9% | -463.6% | -19.7% |
| All | +12.2% | +452.7% | -440.4% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 3y: compounded portfolio wealth divided by compounded SITM 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…
3y analysis · Full analysis span regression · 6 months rolling