+142.7%
ETSY vs SPXU
-99.7%
+242.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.7% | -6.5% | -4.1% |
| 7D | -10.9% | -1.5% | -9.5% | -11.4% |
| 30D | -14.9% | +3.7% | -18.6% | -13.3% |
| 3M | +5.8% | -9.6% | +15.4% | +1.8% |
| 6M | +29.1% | -32.4% | +61.5% | +10.3% |
| YTD | +31.3% | -28.7% | +60.0% | +15.9% |
| 1Y | +25.1% | -38.2% | +63.3% | +4.9% |
| 3Y | +8.5% | -80.4% | +88.9% | -39.8% |
| 5Y | -66.1% | -86.0% | +19.9% | -78.6% |
| 10Y | +410.3% | -99.5% | +509.8% | +19.4% |
| All | +142.7% | -99.7% | +242.4% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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