+155.0%
ETSY vs SPG
+93.4%
+61.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.7% | -6.4% |
| 7D | -8.5% | -2.4% | -6.1% | -7.8% |
| 30D | -10.9% | -6.8% | -4.1% | -9.0% |
| 3M | +14.1% | +2.7% | +11.4% | +13.3% |
| 6M | +37.5% | +5.5% | +32.0% | +35.3% |
| YTD | +38.0% | +15.7% | +22.3% | +32.2% |
| 1Y | +46.5% | +20.9% | +25.7% | +38.6% |
| 3Y | +2.5% | +112.4% | -109.9% | -17.1% |
| 5Y | -65.3% | +101.4% | -166.6% | -71.5% |
| 10Y | +451.6% | +60.6% | +391.0% | +482.7% |
| All | +155.0% | +93.4% | +61.6% | +137.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling