-29.2%
ETHA vs SITM
+290.3%
-319.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | +2.9% | +3.7% | -0.8% | +1.9% |
| 30D | +31.4% | -14.5% | +45.9% | +35.6% |
| 3M | +48.9% | -10.6% | +59.4% | +47.5% |
| 6M | +20.9% | +65.5% | -44.7% | -5.3% |
| YTD | -17.2% | +67.0% | -84.2% | -37.2% |
| 1Y | -42.8% | +138.6% | -181.4% | -63.1% |
| All | -29.2% | +290.3% | -319.5% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling