-29.2%
ETHA vs SBAC
-6.0%
-23.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | +2.9% | +0.2% | +2.8% | +2.9% |
| 30D | +31.4% | +3.9% | +27.5% | +31.4% |
| 3M | +48.9% | -8.2% | +57.1% | +48.7% |
| 6M | +20.9% | -2.8% | +23.7% | +21.5% |
| YTD | -17.2% | -1.5% | -15.6% | -17.0% |
| 1Y | -42.8% | 0.0% | -42.8% | -42.5% |
| All | -29.2% | -6.0% | -23.2% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling