-29.4%
ETHA vs SFM
-1.7%
-27.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -2.9% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +27.9% | -4.4% | +32.3% | +28.3% |
| 3M | +38.3% | +1.5% | +36.8% | +37.8% |
| 6M | +14.0% | +6.5% | +7.5% | +12.1% |
| YTD | -17.4% | +2.2% | -19.6% | -18.3% |
| 1Y | -42.7% | -41.9% | -0.8% | -37.7% |
| All | -29.4% | -1.7% | -27.7% | -37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling