+416.1%
ETSY vs STLA
+51.6%
+364.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -12.7% | -3.8% | -8.9% | -11.5% |
| 30D | -9.9% | -3.1% | -6.8% | -9.3% |
| 3M | +4.2% | -19.6% | +23.8% | +11.6% |
| 6M | +34.2% | -23.5% | +57.7% | +45.5% |
| YTD | +29.1% | -51.5% | +80.6% | +61.7% |
| 1Y | +23.8% | -39.7% | +63.5% | +40.8% |
| 3Y | +6.6% | -66.3% | +73.0% | +46.5% |
| 5Y | -67.0% | -63.1% | -3.9% | -57.5% |
| All | +416.1% | +51.6% | +364.5% | +294.0% |
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