-27.0%
ETHA vs SGI
+33.3%
-60.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +2.8% |
| 7D | +3.5% | -4.5% | +7.9% | +5.5% |
| 30D | +35.3% | +4.2% | +31.1% | +32.6% |
| 3M | +50.9% | -7.4% | +58.3% | +54.6% |
| 6M | +22.1% | -15.1% | +37.2% | +29.0% |
| YTD | -14.6% | -24.7% | +10.1% | -5.2% |
| 1Y | -42.8% | -21.8% | -21.0% | -38.6% |
| All | -27.0% | +33.3% | -60.3% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling