-29.2%
ETHA vs SIRI
-7.9%
-21.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +2.9% | -3.9% | +6.8% | +4.2% |
| 30D | +31.4% | -0.8% | +32.2% | +31.5% |
| 3M | +48.9% | +4.3% | +44.6% | +46.4% |
| 6M | +20.9% | +34.1% | -13.2% | +9.8% |
| YTD | -17.2% | +47.3% | -64.5% | -28.2% |
| 1Y | -42.8% | +22.9% | -65.7% | -47.0% |
| All | -29.2% | -7.9% | -21.3% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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