+5.0%
SYK vs ETSY
-66.8%
+71.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.0% |
| 7D | -12.3% | -12.7% | +0.4% | -10.9% |
| 30D | -22.4% | -9.9% | -12.5% | -21.5% |
| 3M | -12.3% | +4.2% | -16.5% | -12.9% |
| 6M | -24.3% | +34.2% | -58.5% | -27.4% |
| YTD | -22.8% | +29.1% | -51.9% | -25.8% |
| 1Y | -28.8% | +23.8% | -52.6% | -31.8% |
| 3Y | -4.0% | +6.6% | -10.6% | -9.0% |
| All | +5.0% | -66.8% | +71.8% | +5.7% |
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