+142.7%
ETSY vs SGI
+401.0%
-258.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.7% |
| 7D | -10.9% | +9.3% | -20.2% | -14.0% |
| 30D | -14.9% | +6.9% | -21.8% | -17.2% |
| 3M | +5.8% | +2.8% | +3.0% | +4.0% |
| 6M | +29.1% | -12.6% | +41.7% | +33.9% |
| YTD | +31.3% | -21.5% | +52.9% | +41.5% |
| 1Y | +25.1% | -18.8% | +43.9% | +32.1% |
| 3Y | +8.5% | +60.8% | -52.4% | -13.2% |
| 5Y | -66.1% | +60.0% | -126.1% | -73.7% |
| 10Y | +410.3% | +267.8% | +142.5% | +199.8% |
| All | +142.7% | +401.0% | -258.3% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling