+256.4%
SAP vs ETSY
+146.8%
+109.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.7% | +5.8% | 0.0% |
| 7D | -2.9% | -8.5% | +5.6% | -1.8% |
| 30D | +9.0% | -10.9% | +19.9% | +10.6% |
| 3M | +14.9% | +14.1% | +0.8% | +12.7% |
| 6M | +11.9% | +37.5% | -25.6% | +6.7% |
| YTD | -9.9% | +38.0% | -47.9% | -14.3% |
| 1Y | -19.5% | +46.5% | -66.1% | -24.6% |
| 3Y | +61.8% | +2.5% | +59.3% | +54.9% |
| 5Y | +56.2% | -65.3% | +121.5% | +63.9% |
| 10Y | +180.6% | +451.6% | -271.0% | +113.2% |
| All | +256.4% | +146.8% | +109.6% | +171.6% |
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 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