+155.0%
ETSY vs STLD
+1,332.5%
-1,177.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.6% | -5.1% | -6.2% |
| 7D | -8.5% | +3.1% | -11.6% | -9.4% |
| 30D | -10.9% | -9.0% | -1.9% | -8.6% |
| 3M | +14.1% | -12.4% | +26.5% | +17.9% |
| 6M | +37.5% | +25.5% | +12.0% | +25.9% |
| YTD | +38.0% | +43.6% | -5.6% | +20.2% |
| 1Y | +46.5% | +87.2% | -40.6% | +16.8% |
| 3Y | +2.5% | +135.2% | -132.7% | -26.2% |
| 5Y | -65.3% | +290.9% | -356.2% | -79.1% |
| 10Y | +451.6% | +1,113.5% | -661.8% | +107.7% |
| All | +155.0% | +1,332.5% | -1,177.5% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling