+155.0%
ETSY vs STT
+248.5%
-93.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -6.9% | -6.8% |
| 7D | -8.5% | +0.5% | -9.0% | -8.7% |
| 30D | -10.9% | +3.9% | -14.7% | -12.5% |
| 3M | +14.1% | +20.0% | -5.8% | +4.5% |
| 6M | +37.5% | +55.3% | -17.8% | +11.6% |
| YTD | +38.0% | +53.3% | -15.3% | +12.3% |
| 1Y | +46.5% | +74.7% | -28.2% | +12.5% |
| 3Y | +2.5% | +205.8% | -203.3% | -39.0% |
| 5Y | -65.3% | +145.0% | -210.3% | -77.9% |
| 10Y | +451.6% | +266.0% | +185.6% | +158.9% |
| All | +155.0% | +248.5% | -93.5% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling