-29.3%
ETHA vs SFM
-12.8%
-16.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | -2.4% | -8.8% | +6.3% | -1.7% |
| 30D | +30.9% | -14.5% | +45.3% | +32.5% |
| 3M | +51.1% | -16.8% | +68.0% | +53.2% |
| 6M | +20.5% | -5.3% | +25.9% | +19.8% |
| YTD | -17.3% | -9.4% | -7.9% | -17.4% |
| 1Y | -43.2% | -46.2% | +2.9% | -38.2% |
| All | -29.3% | -12.8% | -16.4% | -36.4% |
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