-67.0%
ETSY vs SGI
+45.9%
-112.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +2.5% |
| 7D | -12.7% | -4.9% | -7.8% | -10.0% |
| 30D | -9.9% | +1.6% | -11.5% | -11.3% |
| 3M | +4.2% | -3.2% | +7.3% | +4.8% |
| 6M | +34.2% | -16.0% | +50.2% | +44.9% |
| YTD | +29.1% | -25.4% | +54.6% | +49.8% |
| 1Y | +23.8% | -21.6% | +45.4% | +36.6% |
| 3Y | +6.6% | +52.9% | -46.2% | -32.1% |
| 5Y | -67.0% | +47.5% | -114.5% | -81.8% |
| All | -67.0% | +45.9% | -112.9% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling