-40.9%
ETHA vs SIMO
+138.0%
-178.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.5% | -2.9% |
| 7D | -10.2% | -16.0% | +5.8% | -7.0% |
| 30D | -17.0% | -35.8% | +18.8% | -9.2% |
| 3M | +9.6% | -26.5% | +36.1% | +14.3% |
| 6M | -11.3% | -33.0% | +21.7% | -9.2% |
| YTD | -30.9% | +84.3% | -115.3% | -57.9% |
| 1Y | -42.6% | +82.0% | -124.5% | -64.7% |
| All | -40.9% | +138.0% | -178.9% | -68.3% |
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