-29.4%
ETHA vs SIMO
+259.6%
-289.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.7% | -11.3% | -4.7% |
| 7D | +0.8% | +4.2% | -3.4% | -0.4% |
| 30D | +27.9% | +4.1% | +23.8% | +25.4% |
| 3M | +38.3% | -12.9% | +51.2% | +38.7% |
| 6M | +14.0% | +110.3% | -96.4% | -22.0% |
| YTD | -17.4% | +178.6% | -196.0% | -53.4% |
| 1Y | -42.7% | +220.0% | -262.7% | -70.1% |
| All | -29.4% | +259.6% | -289.0% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling