+155.0%
ETSY vs STZ
+30.1%
+124.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -6.4% |
| 7D | -8.5% | -1.9% | -6.5% | -7.7% |
| 30D | -10.9% | -1.9% | -9.0% | -10.2% |
| 3M | +14.1% | -6.2% | +20.3% | +16.8% |
| 6M | +37.5% | -14.0% | +51.5% | +44.6% |
| YTD | +38.0% | -5.1% | +43.1% | +37.8% |
| 1Y | +46.5% | -9.6% | +56.1% | +49.6% |
| 3Y | +2.5% | -47.2% | +49.8% | +30.0% |
| 5Y | -65.3% | -33.6% | -31.7% | -60.3% |
| 10Y | +451.6% | -9.8% | +461.4% | +405.8% |
| All | +155.0% | +30.1% | +124.9% | +115.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling