+171.3%
SAP vs ETSY
+423.3%
-252.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -5.1% | -12.7% | +7.6% | -3.1% |
| 30D | -1.8% | -9.9% | +8.1% | -0.3% |
| 3M | +20.9% | +4.2% | +16.8% | +19.9% |
| 6M | +7.0% | +34.2% | -27.2% | +1.7% |
| YTD | -13.7% | +29.1% | -42.9% | -17.8% |
| 1Y | -19.6% | +23.8% | -43.4% | -23.4% |
| 3Y | +52.4% | +6.6% | +45.8% | +44.0% |
| 5Y | +54.4% | -67.0% | +121.4% | +65.1% |
| All | +171.3% | +423.3% | -252.0% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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