+243.1%
SO vs ETSY
+187.1%
+56.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.2% |
| 7D | +1.4% | -1.0% | +2.4% | +1.4% |
| 30D | +4.7% | +7.3% | -2.6% | +4.4% |
| 3M | +1.7% | +10.3% | -8.6% | +1.2% |
| 6M | +2.2% | +55.1% | -52.9% | +0.3% |
| YTD | +10.0% | +60.5% | -50.6% | +7.5% |
| 1Y | +6.0% | +52.2% | -46.1% | +3.9% |
| 3Y | +54.1% | +40.8% | +13.3% | +49.9% |
| 5Y | +79.6% | -67.3% | +146.9% | +82.6% |
| 10Y | +195.5% | +659.4% | -463.9% | +161.4% |
| All | +243.1% | +187.1% | +56.0% | +201.4% |
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