-29.4%
ETHA vs SBAC
-4.6%
-24.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.6% |
| 7D | +0.8% | -0.8% | +1.6% | +0.8% |
| 30D | +27.9% | +6.9% | +21.0% | +28.0% |
| 3M | +38.3% | -8.2% | +46.5% | +38.1% |
| 6M | +14.0% | -1.6% | +15.6% | +14.6% |
| YTD | -17.4% | -0.1% | -17.3% | -17.3% |
| 1Y | -42.7% | -0.5% | -42.2% | -42.3% |
| All | -29.4% | -4.6% | -24.8% | -42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling