+655.9%
STM vs ETSY
+431.9%
+224.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.1% |
| 7D | -1.4% | -4.9% | +3.5% | -0.1% |
| 30D | -4.9% | -8.6% | +3.7% | -3.1% |
| 3M | -34.0% | +4.8% | -38.8% | -35.5% |
| 6M | +51.8% | +38.1% | +13.7% | +37.2% |
| YTD | +99.4% | +31.2% | +68.1% | +81.0% |
| 1Y | +99.1% | +22.1% | +77.0% | +81.4% |
| 3Y | +19.5% | +12.2% | +7.2% | +6.5% |
| 5Y | +19.5% | -66.5% | +86.0% | +36.1% |
| All | +655.9% | +431.9% | +224.0% | +362.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling