-44.1%
ETHA vs SIMO
+138.6%
-182.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.6% | +2.3% | -2.1% |
| 7D | -12.5% | +4.1% | -16.6% | -13.5% |
| 30D | -19.8% | -24.0% | +4.2% | -15.5% |
| 3M | +3.1% | -31.8% | +34.9% | +9.7% |
| 6M | -13.8% | -36.9% | +23.1% | -9.9% |
| YTD | -34.6% | +84.8% | -119.4% | -60.2% |
| 1Y | -38.7% | +99.0% | -137.7% | -64.4% |
| All | -44.1% | +138.6% | -182.7% | -70.0% |
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 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