-67.0%
ETSY vs SPY
+79.8%
-146.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.5% |
| 7D | -12.7% | -2.0% | -10.7% | -10.0% |
| 30D | -9.9% | -1.7% | -8.3% | -7.7% |
| 3M | +4.2% | +4.7% | -0.6% | -3.3% |
| 6M | +34.2% | +12.5% | +21.7% | +11.4% |
| YTD | +29.1% | +11.7% | +17.4% | +8.4% |
| 1Y | +23.8% | +17.5% | +6.3% | -3.6% |
| 3Y | +6.6% | +76.6% | -69.9% | -60.9% |
| 5Y | -67.0% | +82.0% | -149.0% | -87.0% |
| All | -67.0% | +79.8% | -146.8% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling