+46.5%
ETSY vs SGI
-17.2%
+63.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.2% | -6.9% |
| 7D | -8.5% | +8.5% | -17.0% | -10.6% |
| 30D | -10.9% | +0.7% | -11.6% | -11.1% |
| 3M | +14.1% | +0.6% | +13.5% | +13.4% |
| 6M | +37.5% | -17.9% | +55.4% | +41.7% |
| YTD | +38.0% | -21.2% | +59.2% | +44.9% |
| 1Y | +46.5% | -18.9% | +65.4% | +60.2% |
| All | +46.5% | -17.2% | +63.7% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling