-14.4%
SMR vs ETSY
-53.4%
+39.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.6% | -17.3% | -16.1% |
| 7D | -11.2% | -4.9% | -6.3% | -10.4% |
| 30D | -10.2% | -8.6% | -1.6% | -8.7% |
| 3M | -10.0% | +4.8% | -14.8% | -12.1% |
| 6M | -30.5% | +38.1% | -68.5% | -36.7% |
| YTD | -39.2% | +31.2% | -70.5% | -44.1% |
| 1Y | -75.5% | +22.1% | -97.6% | -77.3% |
| 3Y | +45.4% | +12.2% | +33.2% | +33.5% |
| All | -14.4% | -53.4% | +39.0% | -20.6% |
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 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