-28.7%
ETHA vs SIMO
+281.8%
-310.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.2% | -5.1% | -0.4% |
| 7D | +2.7% | +14.6% | -11.9% | -0.8% |
| 30D | +29.4% | +6.2% | +23.2% | +26.5% |
| 3M | +47.2% | +3.6% | +43.6% | +40.2% |
| 6M | +25.4% | +130.8% | -105.4% | -16.9% |
| YTD | -16.5% | +195.8% | -212.3% | -53.6% |
| 1Y | -42.3% | +225.0% | -267.3% | -69.5% |
| All | -28.7% | +281.8% | -310.5% | -65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling