+424.6%
ETSY vs SCHG
+459.0%
-34.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +0.6% |
| 7D | -4.9% | -1.0% | -3.9% | -3.6% |
| 30D | -8.6% | -1.3% | -7.4% | -7.2% |
| 3M | +4.8% | +5.4% | -0.7% | -2.4% |
| 6M | +38.1% | +14.4% | +23.7% | +15.9% |
| YTD | +31.2% | +8.0% | +23.2% | +18.4% |
| 1Y | +22.1% | +12.7% | +9.4% | +4.2% |
| 3Y | +12.2% | +85.6% | -73.4% | -54.1% |
| 5Y | -66.5% | +85.5% | -152.0% | -85.3% |
| All | +424.6% | +459.0% | -34.4% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling