+75.7%
SAP vs ETSY
-64.9%
+140.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -2.0% | -0.2% |
| 7D | -2.5% | -8.2% | +5.7% | -1.1% |
| 30D | +7.5% | +14.8% | -7.4% | +4.8% |
| 3M | +11.6% | +11.2% | +0.5% | +9.3% |
| 6M | +37.6% | +47.6% | -10.0% | +28.4% |
| YTD | -2.0% | +59.4% | -61.3% | -10.3% |
| 1Y | -6.4% | +38.6% | -45.0% | -12.5% |
| 3Y | +67.7% | +39.7% | +28.0% | +50.2% |
| 5Y | +75.7% | -65.1% | +140.9% | +73.8% |
| All | +75.7% | -64.9% | +140.7% | +73.8% |
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