-14.9%
ETSY vs SN
+671.7%
-686.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.9% |
| 7D | -3.7% | +7.6% | -11.3% | -5.3% |
| 30D | +12.8% | +22.4% | -9.7% | +7.9% |
| 3M | +7.6% | +21.7% | -14.1% | +2.8% |
| 6M | +34.4% | +102.8% | -68.5% | +14.4% |
| YTD | +56.0% | +102.4% | -46.4% | +31.8% |
| 1Y | +43.6% | +139.0% | -95.4% | +16.7% |
| 3Y | +36.8% | +440.4% | -403.6% | -14.2% |
| All | -14.9% | +671.7% | -686.6% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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