+21.1%
STM vs ETSY
+4.9%
+16.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | +0.5% |
| 7D | +5.2% | -10.9% | +16.1% | +7.6% |
| 30D | -7.4% | -14.9% | +7.5% | -4.6% |
| 3M | -30.6% | +5.8% | -36.4% | -32.2% |
| 6M | +66.4% | +29.1% | +37.3% | +54.3% |
| YTD | +101.1% | +31.3% | +69.8% | +84.9% |
| 1Y | +97.4% | +25.1% | +72.3% | +80.2% |
| 3Y | +21.1% | +8.5% | +12.7% | +4.1% |
| All | +21.1% | +4.9% | +16.2% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling