+155.0%
ETSY vs STLA
-3.1%
+158.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -8.0% | -7.2% |
| 7D | -8.5% | +2.6% | -11.1% | -9.4% |
| 30D | -10.9% | -1.2% | -9.6% | -10.9% |
| 3M | +14.1% | -24.8% | +38.9% | +25.0% |
| 6M | +37.5% | -25.6% | +63.1% | +50.5% |
| YTD | +38.0% | -48.9% | +86.9% | +69.2% |
| 1Y | +46.5% | -38.8% | +85.3% | +65.8% |
| 3Y | +2.5% | -64.5% | +67.0% | +37.5% |
| 5Y | -65.3% | -62.4% | -2.8% | -55.5% |
| 10Y | +451.6% | +55.4% | +396.2% | +286.3% |
| All | +155.0% | -3.1% | +158.1% | +99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling