+662.6%
ETSY vs STT
+198.3%
+464.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -1.0% | +4.8% | -5.8% | -3.1% |
| 30D | +7.3% | +3.9% | +3.4% | +5.6% |
| 3M | +10.3% | -8.2% | +18.5% | +14.2% |
| 6M | +55.1% | +15.6% | +39.4% | +44.3% |
| YTD | +60.5% | +37.6% | +22.9% | +37.5% |
| 1Y | +52.2% | +50.1% | +2.1% | +25.3% |
| 3Y | +40.8% | +183.1% | -142.3% | -12.1% |
| 5Y | -67.3% | +104.8% | -172.1% | -77.5% |
| All | +662.6% | +198.3% | +464.4% | +324.0% |
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