+408.3%
SPGI vs ETSY
+146.8%
+261.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.7% | +5.2% | -0.6% |
| 7D | +0.1% | -8.5% | +8.6% | +1.4% |
| 30D | +8.4% | -10.9% | +19.3% | +10.1% |
| 3M | +11.8% | +14.1% | -2.3% | +9.3% |
| 6M | +5.7% | +37.5% | -31.8% | +0.2% |
| YTD | -9.7% | +38.0% | -47.7% | -14.7% |
| 1Y | -12.5% | +46.5% | -59.0% | -18.9% |
| 3Y | +21.8% | +2.5% | +19.3% | +15.7% |
| 5Y | +8.2% | -65.3% | +73.5% | +14.9% |
| 10Y | +309.5% | +451.6% | -142.1% | +189.1% |
| All | +408.3% | +146.8% | +261.5% | +249.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling