-27.0%
ETHA vs SAN
+222.4%
-249.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +1.0% | +1.8% |
| 7D | +3.5% | +0.2% | +3.3% | +3.3% |
| 30D | +35.3% | +0.9% | +34.4% | +34.5% |
| 3M | +50.9% | +19.1% | +31.8% | +34.9% |
| 6M | +22.1% | +33.2% | -11.1% | +1.4% |
| YTD | -14.6% | +29.1% | -43.7% | -28.1% |
| 1Y | -42.8% | +50.2% | -93.0% | -56.4% |
| All | -27.0% | +222.4% | -249.4% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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