+9.8%
ETSY vs STZ
-49.9%
+59.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | -12.9% | -6.0% | -6.9% | -11.0% |
| 30D | -11.5% | -8.9% | -2.6% | -8.7% |
| 3M | +3.5% | -12.6% | +16.1% | +7.9% |
| 6M | +27.6% | -17.2% | +44.8% | +34.3% |
| YTD | +28.4% | -10.0% | +38.4% | +29.0% |
| 1Y | +27.1% | -14.3% | +41.4% | +29.7% |
| All | +9.8% | -49.9% | +59.8% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling