+287.9%
SAP vs ETSY
+185.0%
+102.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -2.0% | -0.1% |
| 7D | -2.5% | -8.2% | +5.7% | -1.4% |
| 30D | +7.5% | +14.8% | -7.4% | +5.3% |
| 3M | +11.6% | +11.2% | +0.5% | +9.8% |
| 6M | +37.6% | +47.6% | -10.0% | +30.0% |
| YTD | -2.0% | +59.4% | -61.3% | -8.8% |
| 1Y | -6.4% | +38.6% | -45.0% | -11.4% |
| 3Y | +67.7% | +39.7% | +28.0% | +54.0% |
| 5Y | +75.7% | -65.1% | +140.9% | +83.9% |
| 10Y | +229.3% | +653.8% | -424.5% | +142.9% |
| All | +287.9% | +185.0% | +102.9% | +189.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling