-4.6%
STM vs ETSY
-67.3%
+62.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +12.0% | -1.0% | +13.0% | +12.3% |
| 30D | -0.4% | +7.3% | -7.7% | -2.6% |
| 3M | -13.2% | +10.3% | -23.5% | -16.4% |
| 6M | -26.1% | +55.1% | -81.1% | -35.7% |
| YTD | +81.2% | +60.5% | +20.6% | +53.3% |
| 1Y | +98.3% | +52.2% | +46.1% | +70.3% |
| 3Y | +16.7% | +40.8% | -24.1% | -4.7% |
| All | -4.6% | -67.3% | +62.8% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling