-67.0%
ETSY vs SPG
+103.4%
-170.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -12.7% | -2.2% | -10.5% | -11.3% |
| 30D | -9.9% | -5.8% | -4.2% | -5.8% |
| 3M | +4.2% | -2.8% | +7.0% | +6.3% |
| 6M | +34.2% | +8.9% | +25.3% | +25.0% |
| YTD | +29.1% | +14.3% | +14.8% | +15.3% |
| 1Y | +23.8% | +19.5% | +4.3% | +6.5% |
| 3Y | +6.6% | +106.9% | -100.2% | -46.7% |
| 5Y | -67.0% | +108.7% | -175.7% | -83.3% |
| All | -67.0% | +103.4% | -170.4% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling