-29.2%
ETHA vs SAN
+216.3%
-245.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | 0.0% |
| 7D | +2.9% | -0.5% | +3.4% | +3.3% |
| 30D | +31.4% | -0.1% | +31.5% | +31.4% |
| 3M | +48.9% | +19.6% | +29.2% | +32.6% |
| 6M | +20.9% | +32.7% | -11.8% | +0.5% |
| YTD | -17.2% | +26.7% | -43.9% | -29.4% |
| 1Y | -42.8% | +51.6% | -94.4% | -56.7% |
| All | -29.2% | +216.3% | -245.5% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling