-44.6%
ETHA vs SFM
-46.5%
+1.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | -2.4% | -8.8% | +6.3% | -2.3% |
| 30D | +30.9% | -14.5% | +45.3% | +31.1% |
| 3M | +51.1% | -16.8% | +68.0% | +51.5% |
| 6M | +20.5% | -5.3% | +25.9% | +19.8% |
| YTD | -17.3% | -9.4% | -7.9% | -17.6% |
| All | -44.6% | -46.5% | +1.9% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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