+142.7%
ETSY vs SPY
+339.5%
-196.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.1% |
| 7D | -10.9% | +0.5% | -11.5% | -11.5% |
| 30D | -14.9% | -0.9% | -13.9% | -13.8% |
| 3M | +5.8% | +3.9% | +1.9% | +0.1% |
| 6M | +29.1% | +14.5% | +14.6% | +6.9% |
| YTD | +31.3% | +12.9% | +18.4% | +10.9% |
| 1Y | +25.1% | +19.4% | +5.8% | -1.8% |
| 3Y | +8.5% | +78.5% | -70.0% | -52.6% |
| 5Y | -66.1% | +81.8% | -147.8% | -84.5% |
| 10Y | +410.3% | +311.5% | +98.8% | -18.8% |
| All | +142.7% | +339.5% | -196.8% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling