+27.1%
ETSY vs STLD
+80.8%
-53.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -12.9% | -2.8% | -10.1% | -12.5% |
| 30D | -11.5% | -10.4% | -1.1% | -9.8% |
| 3M | +3.5% | -10.6% | +14.1% | +5.2% |
| 6M | +27.6% | +32.7% | -5.1% | +17.7% |
| YTD | +28.4% | +42.8% | -14.4% | +12.8% |
| 1Y | +27.1% | +86.9% | -59.9% | -0.9% |
| All | +27.1% | +80.8% | -53.7% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling