+9.8%
ETSY vs STLA
-66.8%
+76.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.4% | -1.8% |
| 7D | -12.9% | +0.4% | -13.3% | -13.0% |
| 30D | -11.5% | -5.2% | -6.3% | -10.5% |
| 3M | +3.5% | -24.9% | +28.4% | +10.5% |
| 6M | +27.6% | -25.2% | +52.8% | +36.1% |
| YTD | +28.4% | -51.4% | +79.8% | +51.7% |
| 1Y | +27.1% | -40.7% | +67.8% | +39.3% |
| All | +9.8% | -66.8% | +76.7% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling