-29.3%
ETHA vs SIMO
+272.3%
-301.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.9% |
| 7D | -2.4% | +12.5% | -15.0% | -5.3% |
| 30D | +30.9% | +18.4% | +12.5% | +24.5% |
| 3M | +51.1% | +5.6% | +45.5% | +42.8% |
| 6M | +20.5% | +116.9% | -96.4% | -18.1% |
| YTD | -17.3% | +188.4% | -205.7% | -53.7% |
| 1Y | -43.2% | +221.3% | -264.5% | -70.1% |
| All | -29.3% | +272.3% | -301.6% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SIMO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling