-67.2%
ETSY vs STZ
-38.7%
-28.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | -12.9% | -6.0% | -6.9% | -10.5% |
| 30D | -11.5% | -8.9% | -2.6% | -8.0% |
| 3M | +3.5% | -12.6% | +16.1% | +9.1% |
| 6M | +27.6% | -17.2% | +44.8% | +36.2% |
| YTD | +28.4% | -10.0% | +38.4% | +29.9% |
| 1Y | +27.1% | -14.3% | +41.4% | +31.6% |
| 3Y | +6.0% | -49.9% | +56.0% | +40.6% |
| All | -67.2% | -38.7% | -28.5% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling