+56.2%
SAP vs ETSY
-66.8%
+122.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.7% |
| 7D | -0.3% | -12.9% | +12.6% | +2.0% |
| 30D | +0.3% | -11.5% | +11.7% | +2.2% |
| 3M | +16.9% | +3.5% | +13.4% | +15.9% |
| 6M | +6.3% | +27.6% | -21.3% | +1.6% |
| YTD | -12.4% | +28.4% | -40.8% | -16.6% |
| 1Y | -21.6% | +27.1% | -48.7% | -25.9% |
| 3Y | +54.8% | +6.0% | +48.7% | +45.5% |
| 5Y | +56.2% | -67.1% | +123.3% | +58.9% |
| All | +56.2% | -66.8% | +122.9% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling