-24.8%
ETHA vs SARO
-7.8%
-17.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +5.1% |
| 7D | +2.1% | +15.8% | -13.6% | -2.7% |
| 30D | -10.7% | +22.2% | -32.9% | -16.5% |
| 3M | +29.0% | -16.2% | +45.2% | +39.0% |
| 6M | +2.7% | +4.6% | -1.9% | -3.4% |
| YTD | -18.7% | -10.4% | -8.3% | -16.0% |
| 1Y | -24.8% | -6.5% | -18.3% | -25.4% |
| All | -24.8% | -7.8% | -17.1% | -25.4% |
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