+424.6%
ETSY vs SPYG
+424.6%
0.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.6% |
| 7D | -4.9% | -0.9% | -4.0% | -3.8% |
| 30D | -8.6% | -1.5% | -7.1% | -7.1% |
| 3M | +4.8% | +3.7% | +1.0% | -0.9% |
| 6M | +38.1% | +16.4% | +21.7% | +12.5% |
| YTD | +31.2% | +13.3% | +17.9% | +10.4% |
| 1Y | +22.1% | +17.9% | +4.2% | -2.6% |
| 3Y | +12.2% | +98.3% | -86.1% | -58.4% |
| 5Y | -66.5% | +86.4% | -152.9% | -85.4% |
| All | +424.6% | +424.6% | 0.0% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling