-24.8%
ETHA vs SBAC
+2.4%
-27.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.8% | -0.1% | +5.6% |
| 7D | +2.1% | +5.8% | -3.7% | +2.0% |
| 30D | -10.7% | +20.8% | -31.5% | -11.1% |
| 3M | +29.0% | +4.8% | +24.2% | +28.8% |
| 6M | +2.7% | -9.1% | +11.8% | +3.1% |
| YTD | -18.7% | +3.1% | -21.7% | -16.6% |
| 1Y | -24.8% | +2.2% | -27.0% | -20.8% |
| All | -24.8% | +2.4% | -27.2% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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