-39.2%
ETH vs SPY
+40.6%
-79.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | -1.6% |
| 7D | -14.1% | -0.9% | -13.2% | -12.7% |
| 30D | -17.4% | -2.4% | -15.1% | -13.3% |
| 3M | +10.9% | -1.2% | +12.0% | +13.6% |
| 6M | -10.5% | +3.3% | -13.8% | -16.0% |
| YTD | -29.1% | +12.3% | -41.4% | -43.2% |
| 1Y | -38.6% | +12.4% | -51.0% | -50.7% |
| All | -39.2% | +40.6% | -79.8% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling