-43.0%
ETH vs SPY
+39.6%
-82.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -2.6% |
| 7D | -12.4% | +2.6% | -15.0% | -17.2% |
| 30D | -19.8% | -2.0% | -17.8% | -16.4% |
| 3M | +3.6% | -2.8% | +6.3% | +9.8% |
| 6M | -13.0% | +2.1% | -15.1% | -16.4% |
| YTD | -33.6% | +11.5% | -45.1% | -46.0% |
| 1Y | -37.5% | +13.5% | -50.9% | -50.8% |
| All | -43.0% | +39.6% | -82.6% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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