-27.0%
ETHA vs SITM
+320.6%
-347.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.5% | -2.3% | +1.8% |
| 7D | +3.5% | +3.9% | -0.4% | +2.4% |
| 30D | +35.3% | -6.6% | +41.9% | +36.5% |
| 3M | +50.9% | -11.9% | +62.7% | +50.8% |
| 6M | +22.1% | +81.1% | -59.0% | -6.6% |
| YTD | -14.6% | +80.0% | -94.6% | -36.4% |
| 1Y | -42.8% | +145.8% | -188.6% | -63.1% |
| All | -27.0% | +320.6% | -347.6% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 5y: compounded portfolio wealth divided by compounded SITM 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…
5y analysis · Full analysis span regression · 6 months rolling