+137.3%
ETSY vs SPXS
-99.7%
+237.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.7% | -1.6% |
| 7D | -12.9% | +1.2% | -14.1% | -12.3% |
| 30D | -11.5% | +5.2% | -16.6% | -9.3% |
| 3M | +3.5% | -9.2% | +12.7% | -0.2% |
| 6M | +27.6% | -29.6% | +57.2% | +11.2% |
| YTD | +28.4% | -27.6% | +56.0% | +14.1% |
| 1Y | +27.1% | -36.7% | +63.8% | +7.8% |
| 3Y | +6.0% | -79.8% | +85.9% | -40.1% |
| 5Y | -67.1% | -85.9% | +18.7% | -79.0% |
| 10Y | +421.9% | -99.5% | +521.5% | +20.4% |
| All | +137.3% | -99.7% | +237.0% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling