-67.0%
ETSY vs SMTC
+112.1%
-179.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.1% |
| 7D | -12.7% | +17.5% | -30.3% | -15.6% |
| 30D | -9.9% | +21.3% | -31.2% | -14.3% |
| 3M | +4.2% | +3.1% | +1.0% | +0.3% |
| 6M | +34.2% | +81.7% | -47.5% | +11.0% |
| YTD | +29.1% | +115.9% | -86.8% | +1.7% |
| 1Y | +23.8% | +157.8% | -134.0% | -8.1% |
| 3Y | +6.6% | +557.3% | -550.6% | -53.2% |
| 5Y | -67.0% | +114.7% | -181.7% | -67.5% |
| All | -67.0% | +112.1% | -179.2% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling