+142.5%
ETSY vs SNY
+32.9%
+109.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -4.9% | -3.3% | -1.6% | -3.4% |
| 30D | -8.6% | -2.2% | -6.5% | -7.7% |
| 3M | +4.8% | -3.0% | +7.8% | +6.2% |
| 6M | +38.1% | +2.7% | +35.4% | +35.8% |
| YTD | +31.2% | -6.8% | +38.1% | +34.7% |
| 1Y | +22.1% | -5.3% | +27.4% | +24.2% |
| 3Y | +12.2% | -9.8% | +22.0% | +12.6% |
| 5Y | -66.5% | +9.7% | -76.1% | -70.8% |
| 10Y | +433.4% | +64.5% | +368.9% | +270.3% |
| All | +142.5% | +32.9% | +109.6% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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