-29.3%
ETHA vs SGI
+32.0%
-61.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +1.2% |
| 7D | -2.4% | -4.9% | +2.5% | -0.3% |
| 30D | +30.9% | +1.6% | +29.3% | +29.6% |
| 3M | +51.1% | -3.2% | +54.3% | +51.4% |
| 6M | +20.5% | -16.0% | +36.6% | +27.9% |
| YTD | -17.3% | -25.4% | +8.2% | -7.8% |
| 1Y | -43.2% | -21.6% | -21.7% | -39.4% |
| All | -29.3% | +32.0% | -61.3% | -53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling