+196.7%
ETSY vs STLA
-33.4%
+230.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | -1.0% | -13.8% | +12.7% | +4.2% |
| 30D | +7.3% | -10.5% | +17.9% | +11.5% |
| 3M | +10.3% | -28.9% | +39.2% | +23.2% |
| 6M | +55.1% | -49.7% | +104.8% | +94.7% |
| YTD | +60.5% | -64.9% | +125.5% | +123.7% |
| 1Y | +52.2% | -64.0% | +116.2% | +108.9% |
| 3Y | +40.8% | -77.4% | +118.2% | +121.8% |
| 5Y | -67.3% | -74.4% | +7.1% | -52.2% |
| 10Y | +659.4% | -6.4% | +665.7% | +532.6% |
| All | +196.7% | -33.4% | +230.1% | +164.0% |
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 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