+11.1%
SMR vs ETSY
-53.4%
+64.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -4.8% | +20.1% | +16.5% |
| 7D | +21.4% | -10.9% | +32.3% | +24.6% |
| 30D | +13.8% | -14.9% | +28.7% | +18.0% |
| 3M | +3.9% | +5.8% | -1.9% | +1.4% |
| 6M | -4.2% | +29.1% | -33.3% | -11.4% |
| YTD | -21.1% | +31.3% | -52.5% | -27.3% |
| 1Y | -67.1% | +25.1% | -92.2% | -69.6% |
| 3Y | +88.9% | +8.5% | +80.4% | +74.1% |
| All | +11.1% | -53.4% | +64.5% | +3.1% |
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