+662.6%
ETSY vs STLA
-4.1%
+666.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | -1.0% | -13.8% | +12.7% | +4.3% |
| 30D | +7.3% | -10.5% | +17.9% | +11.6% |
| 3M | +10.3% | -28.9% | +39.2% | +23.4% |
| 6M | +55.1% | -49.7% | +104.8% | +95.3% |
| YTD | +60.5% | -64.9% | +125.5% | +124.8% |
| 1Y | +52.2% | -64.0% | +116.2% | +109.8% |
| 3Y | +40.8% | -77.4% | +118.2% | +124.0% |
| 5Y | -67.3% | -74.4% | +7.1% | -52.1% |
| All | +662.6% | -4.1% | +666.7% | +501.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling