-65.8%
ETSY vs SPXS
-86.0%
+20.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +0.4% |
| 7D | -4.9% | +2.5% | -7.4% | -3.6% |
| 30D | -8.6% | +4.2% | -12.8% | -6.5% |
| 3M | +4.8% | -9.3% | +14.1% | +0.4% |
| 6M | +38.1% | -30.7% | +68.8% | +16.9% |
| YTD | +31.2% | -28.1% | +59.3% | +14.2% |
| 1Y | +22.1% | -35.1% | +57.2% | +2.3% |
| 3Y | +12.2% | -79.6% | +91.8% | -44.6% |
| All | -65.8% | -86.0% | +20.2% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling