-42.7%
ETHA vs SARO
-7.4%
-35.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.9% |
| 7D | +0.8% | -0.8% | +1.6% | +1.1% |
| 30D | +27.9% | -20.0% | +47.9% | +40.9% |
| 3M | +38.3% | -2.9% | +41.2% | +36.9% |
| 6M | +14.0% | -17.7% | +31.6% | +26.4% |
| YTD | -17.4% | -13.5% | -3.9% | -13.1% |
| 1Y | -42.7% | -9.7% | -32.9% | -41.7% |
| All | -42.7% | -7.4% | -35.3% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling