+424.6%
ETSY vs STZ
-11.3%
+435.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.1% |
| 7D | -4.9% | -4.5% | -0.4% | -3.1% |
| 30D | -8.6% | -8.6% | 0.0% | -5.2% |
| 3M | +4.8% | -13.8% | +18.5% | +11.0% |
| 6M | +38.1% | -17.2% | +55.2% | +47.5% |
| YTD | +31.2% | -9.4% | +40.6% | +33.5% |
| 1Y | +22.1% | -11.9% | +34.0% | +26.0% |
| 3Y | +12.2% | -49.6% | +61.8% | +44.8% |
| 5Y | -66.5% | -37.2% | -29.3% | -60.7% |
| All | +424.6% | -11.3% | +435.9% | +397.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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