-24.7%
ETSY vs SN
+490.7%
-515.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.7% | -6.5% |
| 7D | -8.5% | -9.3% | +0.9% | -6.6% |
| 30D | -10.9% | -4.8% | -6.1% | -10.1% |
| 3M | +14.1% | +40.4% | -26.3% | +5.4% |
| 6M | +37.5% | +50.9% | -13.5% | +24.4% |
| YTD | +38.0% | +54.9% | -16.9% | +23.7% |
| 1Y | +46.5% | +43.0% | +3.5% | +33.1% |
| 3Y | +2.5% | +391.8% | -389.3% | -34.3% |
| All | -24.7% | +490.7% | -515.4% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling