+65.2%
ETSY vs SM
+70.4%
-5.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -15.3% | +22.4% | +4.9% |
| 7D | +4.2% | -21.5% | +25.7% | +1.2% |
| 30D | +35.8% | -11.4% | +47.1% | +33.5% |
| 3M | +11.4% | +0.6% | +10.7% | +11.6% |
| 6M | +50.3% | +0.2% | +50.0% | +50.5% |
| YTD | +73.6% | +69.7% | +3.9% | +73.5% |
| 1Y | +65.2% | +71.6% | -6.4% | +64.1% |
| All | +65.2% | +70.4% | -5.2% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling