-42.8%
ETHA vs SARO
-10.7%
-32.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +2.6% |
| 7D | +3.5% | -3.1% | +6.6% | +4.8% |
| 30D | +35.3% | -12.2% | +47.5% | +42.3% |
| 3M | +50.9% | -7.4% | +58.2% | +52.8% |
| 6M | +22.1% | -15.3% | +37.4% | +30.1% |
| YTD | -14.6% | -16.2% | +1.6% | -9.0% |
| 1Y | -42.8% | -12.1% | -30.7% | -41.3% |
| All | -42.8% | -10.7% | -32.1% | -41.3% |
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