-29.4%
ETHA vs SAN
+221.7%
-251.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.1% |
| 7D | +0.8% | +1.8% | -1.0% | -0.3% |
| 30D | +27.9% | +2.0% | +25.9% | +26.3% |
| 3M | +38.3% | +19.7% | +18.6% | +23.4% |
| 6M | +14.0% | +30.6% | -16.7% | -4.3% |
| YTD | -17.4% | +28.8% | -46.3% | -30.4% |
| 1Y | -42.7% | +57.8% | -100.4% | -57.7% |
| All | -29.4% | +221.7% | -251.2% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling