+76.2%
ETSY vs SITM
+4,532.8%
-4,456.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.1% |
| 7D | -12.7% | +4.8% | -17.6% | -13.7% |
| 30D | -9.9% | -9.7% | -0.2% | -8.7% |
| 3M | +4.2% | -9.3% | +13.5% | +2.7% |
| 6M | +34.2% | +69.5% | -35.3% | +11.4% |
| YTD | +29.1% | +70.5% | -41.4% | +5.1% |
| 1Y | +23.8% | +145.3% | -121.4% | -10.3% |
| 3Y | +6.6% | +432.8% | -426.1% | -45.7% |
| 5Y | -67.0% | +174.0% | -241.0% | -81.4% |
| All | +76.2% | +4,532.8% | -4,456.7% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling