+416.1%
ETSY vs STT
+267.9%
+148.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -12.7% | -1.4% | -11.4% | -12.2% |
| 30D | -9.9% | +2.2% | -12.1% | -10.9% |
| 3M | +4.2% | +18.8% | -14.7% | -4.0% |
| 6M | +34.2% | +57.9% | -23.7% | +8.6% |
| YTD | +29.1% | +51.0% | -21.9% | +6.3% |
| 1Y | +23.8% | +77.1% | -53.3% | -4.9% |
| 3Y | +6.6% | +199.8% | -193.2% | -35.1% |
| 5Y | -67.0% | +156.0% | -223.0% | -79.1% |
| All | +416.1% | +267.9% | +148.3% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling