+196.7%
ETSY vs SM
-34.8%
+231.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -1.0% | +9.4% | -10.4% | -1.7% |
| 30D | +7.3% | -14.4% | +21.7% | +8.2% |
| 3M | +10.3% | +1.6% | +8.8% | +9.7% |
| 6M | +55.1% | +6.3% | +48.7% | +52.9% |
| YTD | +60.5% | +78.8% | -18.2% | +51.3% |
| 1Y | +52.2% | +83.1% | -31.0% | +43.0% |
| 3Y | +40.8% | -5.9% | +46.7% | +37.3% |
| 5Y | -67.3% | +4.8% | -72.1% | -68.8% |
| 10Y | +659.4% | +17.5% | +641.9% | +544.6% |
| All | +196.7% | -34.8% | +231.5% | +109.3% |
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