+424.6%
ETSY vs SPXS
-99.6%
+524.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +0.5% |
| 7D | -4.9% | +2.5% | -7.4% | -3.7% |
| 30D | -8.6% | +4.2% | -12.8% | -6.7% |
| 3M | +4.8% | -9.3% | +14.1% | +0.9% |
| 6M | +38.1% | -30.7% | +68.8% | +19.3% |
| YTD | +31.2% | -28.1% | +59.3% | +16.3% |
| 1Y | +22.1% | -35.1% | +57.2% | +4.6% |
| 3Y | +12.2% | -79.6% | +91.8% | -36.5% |
| 5Y | -66.5% | -86.3% | +19.8% | -79.0% |
| All | +424.6% | -99.6% | +524.1% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling