+40.8%
ETSY vs STT
+182.6%
-141.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -1.0% | +4.8% | -5.8% | -3.6% |
| 30D | +7.3% | +3.9% | +3.4% | +5.2% |
| 3M | +10.3% | -8.2% | +18.5% | +15.2% |
| 6M | +55.1% | +15.6% | +39.4% | +40.0% |
| YTD | +60.5% | +37.6% | +22.9% | +28.6% |
| 1Y | +52.2% | +50.1% | +2.1% | +14.7% |
| 3Y | +40.8% | +183.1% | -142.3% | -39.1% |
| All | +40.8% | +182.6% | -141.8% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling