+22.5%
STM vs ETSY
-66.4%
+88.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | +0.8% |
| 7D | +5.2% | -10.9% | +16.1% | +8.4% |
| 30D | -7.4% | -14.9% | +7.5% | -3.7% |
| 3M | -30.6% | +5.8% | -36.4% | -32.6% |
| 6M | +66.4% | +29.1% | +37.3% | +51.8% |
| YTD | +101.1% | +31.3% | +69.8% | +81.1% |
| 1Y | +97.4% | +25.1% | +72.3% | +76.8% |
| 3Y | +21.1% | +8.5% | +12.7% | +7.2% |
| 5Y | +22.5% | -66.1% | +88.6% | +36.4% |
| All | +22.5% | -66.4% | +88.9% | +36.4% |
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 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