+554.1%
STM vs ETSY
+146.8%
+407.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.7% | +8.6% | +3.4% |
| 7D | +5.8% | -8.5% | +14.3% | +7.8% |
| 30D | -1.0% | -10.9% | +9.9% | +1.3% |
| 3M | -33.3% | +14.1% | -47.4% | -35.8% |
| 6M | +57.4% | +37.5% | +19.9% | +44.3% |
| YTD | +102.2% | +38.0% | +64.2% | +83.9% |
| 1Y | +99.6% | +46.5% | +53.1% | +76.5% |
| 3Y | +14.5% | +2.5% | +12.0% | +6.2% |
| 5Y | +21.4% | -65.3% | +86.7% | +34.3% |
| 10Y | +695.0% | +451.6% | +243.3% | +444.0% |
| All | +554.1% | +146.8% | +407.3% | +338.6% |
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