+45.5%
SRE vs ETSY
-66.2%
+111.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | -0.8% | -4.9% | +4.1% | -0.5% |
| 30D | -3.0% | -8.6% | +5.6% | -2.5% |
| 3M | -8.3% | +4.8% | -13.1% | -8.7% |
| 6M | -8.9% | +38.1% | -47.0% | -11.3% |
| YTD | -4.3% | +31.2% | -35.5% | -6.7% |
| 1Y | +2.7% | +22.1% | -19.4% | +0.2% |
| 3Y | +28.7% | +12.2% | +16.4% | +24.3% |
| All | +45.5% | -66.2% | +111.7% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling