+46.5%
ETSY vs SPG
+21.3%
+25.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.7% | -6.3% |
| 7D | -8.5% | -2.4% | -6.1% | -7.5% |
| 30D | -10.9% | -6.8% | -4.1% | -8.2% |
| 3M | +14.1% | +2.7% | +11.4% | +14.2% |
| 6M | +37.5% | +5.5% | +32.0% | +34.6% |
| YTD | +38.0% | +15.7% | +22.3% | +31.5% |
| 1Y | +46.5% | +20.9% | +25.7% | +41.3% |
| All | +46.5% | +21.3% | +25.2% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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