-29.3%
ETHA vs SM
-11.6%
-17.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -2.4% | +2.1% | -4.6% | -2.9% |
| 30D | +30.9% | +18.1% | +12.8% | +25.6% |
| 3M | +51.1% | +17.0% | +34.2% | +43.8% |
| 6M | +20.5% | +55.4% | -34.9% | +0.9% |
| YTD | -17.3% | +108.6% | -125.8% | -39.1% |
| 1Y | -43.2% | +45.7% | -88.9% | -51.8% |
| All | -29.3% | -11.6% | -17.7% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling