+124.2%
SRE vs ETSY
+129.6%
-5.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | +1.5% | -12.9% | +14.3% | +2.3% |
| 30D | +0.8% | -11.5% | +12.3% | +1.5% |
| 3M | -5.8% | +3.5% | -9.3% | -6.1% |
| 6M | -7.8% | +27.6% | -35.4% | -9.6% |
| YTD | -2.4% | +28.4% | -30.8% | -4.5% |
| 1Y | +8.9% | +27.1% | -18.2% | +6.2% |
| 3Y | +31.1% | +6.0% | +25.0% | +27.8% |
| 5Y | +48.6% | -67.1% | +115.8% | +51.5% |
| 10Y | +126.1% | +421.9% | -295.8% | +92.7% |
| All | +124.2% | +129.6% | -5.4% | +89.3% |
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 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