+155.0%
ETSY vs SM
-27.4%
+182.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.5% | -4.2% | -6.5% |
| 7D | -8.5% | +0.1% | -8.6% | -8.5% |
| 30D | -10.9% | +26.3% | -37.2% | -12.5% |
| 3M | +14.1% | +8.7% | +5.4% | +13.0% |
| 6M | +37.5% | +51.7% | -14.2% | +32.1% |
| YTD | +38.0% | +99.0% | -61.0% | +29.6% |
| 1Y | +46.5% | +34.6% | +12.0% | +41.5% |
| 3Y | +2.5% | -7.8% | +10.3% | +0.4% |
| 5Y | -65.3% | +104.8% | -170.1% | -68.3% |
| 10Y | +451.6% | +7.2% | +444.4% | +378.7% |
| All | +155.0% | -27.4% | +182.5% | +79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling