+223.0%
SO vs ETSY
+146.8%
+76.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.7% | +6.0% | -0.5% |
| 7D | -0.2% | -8.5% | +8.3% | +0.2% |
| 30D | -4.6% | -10.9% | +6.3% | -4.2% |
| 3M | -3.0% | +14.1% | -17.1% | -3.6% |
| 6M | -8.3% | +37.5% | -45.7% | -9.6% |
| YTD | +3.5% | +38.0% | -34.5% | +1.9% |
| 1Y | -0.9% | +46.5% | -47.5% | -3.0% |
| 3Y | +45.4% | +2.5% | +42.8% | +43.2% |
| 5Y | +59.6% | -65.3% | +124.9% | +61.6% |
| 10Y | +156.6% | +451.6% | -295.0% | +128.8% |
| All | +223.0% | +146.8% | +76.2% | +185.6% |
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