+142.7%
ETSY vs SMTC
+531.5%
-388.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +10.0% | -14.8% | -7.4% |
| 7D | -10.9% | +22.9% | -33.9% | -16.1% |
| 30D | -14.9% | +16.6% | -31.5% | -19.8% |
| 3M | +5.8% | +2.4% | +3.4% | +0.3% |
| 6M | +29.1% | +98.3% | -69.2% | -2.4% |
| YTD | +31.3% | +120.7% | -89.3% | -4.8% |
| 1Y | +25.1% | +168.3% | -143.1% | -16.5% |
| 3Y | +8.5% | +571.7% | -563.2% | -59.2% |
| 5Y | -66.1% | +114.0% | -180.1% | -79.5% |
| 10Y | +410.3% | +497.0% | -86.7% | +100.7% |
| All | +142.7% | +531.5% | -388.8% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling