-44.1%
ETHA vs SGI
+21.3%
-65.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.6% | -3.4% |
| 7D | -12.5% | -5.3% | -7.2% | -10.6% |
| 30D | -19.8% | -2.1% | -17.7% | -19.4% |
| 3M | +3.1% | -8.2% | +11.3% | +6.2% |
| 6M | -13.8% | -4.6% | -9.2% | -14.0% |
| YTD | -34.6% | -31.5% | -3.1% | -24.8% |
| 1Y | -38.7% | -30.8% | -7.9% | -30.5% |
| All | -44.1% | +21.3% | -65.4% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling