-44.1%
ETHA vs SFM
-37.1%
-7.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.7% | -3.4% |
| 7D | -12.5% | +6.0% | -18.6% | -13.0% |
| 30D | -19.8% | -19.5% | -0.3% | -18.7% |
| 3M | +3.1% | -37.0% | +40.1% | +6.6% |
| 6M | -13.8% | -41.0% | +27.2% | -10.5% |
| YTD | -34.6% | -34.6% | +0.1% | -33.2% |
| 1Y | -38.7% | -36.3% | -2.4% | -37.3% |
| All | -44.1% | -37.1% | -7.0% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling