+343.3%
SPGI vs ETSY
+650.4%
-307.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | +1.2% | -1.0% | +2.3% | +1.4% |
| 30D | +15.9% | +7.3% | +8.6% | +14.5% |
| 3M | +12.3% | +10.3% | +2.0% | +10.2% |
| 6M | +23.7% | +55.1% | -31.4% | +14.6% |
| YTD | -3.5% | +60.5% | -64.1% | -11.8% |
| 1Y | +0.4% | +52.2% | -51.8% | -7.5% |
| 3Y | +29.9% | +40.8% | -10.9% | +16.3% |
| 5Y | +15.2% | -67.3% | +82.5% | +24.6% |
| All | +343.3% | +650.4% | -307.1% | +194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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