+196.7%
ETSY vs SPG
+117.4%
+79.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -1.0% | +2.0% | -3.0% | -1.6% |
| 30D | +7.3% | +17.2% | -9.9% | +2.6% |
| 3M | +10.3% | +6.3% | +4.0% | +8.4% |
| 6M | +55.1% | +18.7% | +36.4% | +47.7% |
| YTD | +60.5% | +30.1% | +30.4% | +48.7% |
| 1Y | +52.2% | +32.8% | +19.4% | +40.1% |
| 3Y | +40.8% | +133.6% | -92.8% | +10.6% |
| 5Y | -67.3% | +84.4% | -151.7% | -73.2% |
| 10Y | +659.4% | +114.3% | +545.1% | +591.9% |
| All | +196.7% | +117.4% | +79.2% | +166.9% |
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