+424.6%
ETSY vs SMTC
+548.2%
-123.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.5% | +0.3% |
| 7D | -4.9% | +13.1% | -18.0% | -8.2% |
| 30D | -8.6% | +19.5% | -28.1% | -14.4% |
| 3M | +4.8% | +2.2% | +2.5% | -0.4% |
| 6M | +38.1% | +94.9% | -56.8% | +5.2% |
| YTD | +31.2% | +127.0% | -95.7% | -5.5% |
| 1Y | +22.1% | +174.6% | -152.5% | -18.9% |
| 3Y | +12.2% | +615.9% | -603.7% | -59.4% |
| 5Y | -66.5% | +125.6% | -192.1% | -79.8% |
| All | +424.6% | +548.2% | -123.6% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling