-13.9%
SLB vs ETSY
+146.8%
-160.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.7% | +6.9% | +0.7% |
| 7D | +0.8% | -8.5% | +9.3% | +1.5% |
| 30D | +15.8% | -10.9% | +26.7% | +16.7% |
| 3M | -0.3% | +14.1% | -14.5% | -1.7% |
| 6M | +21.3% | +37.5% | -16.1% | +17.4% |
| YTD | +52.3% | +38.0% | +14.3% | +47.0% |
| 1Y | +63.6% | +46.5% | +17.1% | +56.2% |
| 3Y | +3.8% | +2.5% | +1.3% | +0.5% |
| 5Y | +128.6% | -65.3% | +193.9% | +134.3% |
| 10Y | -3.1% | +451.6% | -454.7% | -28.9% |
| All | -13.9% | +146.8% | -160.7% | -41.6% |
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