-7.7%
SRE vs ETSY
+60.7%
-68.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.1% | -10.0% | -2.7% |
| 7D | -2.1% | +4.2% | -6.3% | -2.0% |
| 30D | +6.1% | +35.8% | -29.7% | +6.6% |
| 3M | -3.5% | +11.4% | -14.9% | -3.5% |
| 6M | -10.8% | +50.3% | -61.1% | -9.7% |
| YTD | -4.0% | +73.6% | -77.6% | -3.1% |
| 1Y | -7.7% | +65.2% | -72.8% | -6.8% |
| All | -7.7% | +60.7% | -68.4% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling