-29.2%
ETHA vs SM
-12.1%
-17.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +2.9% | -0.2% | +3.2% | +3.0% |
| 30D | +31.4% | +20.3% | +11.1% | +25.6% |
| 3M | +48.9% | +22.9% | +26.0% | +39.4% |
| 6M | +20.9% | +47.8% | -26.9% | +3.1% |
| YTD | -17.2% | +107.5% | -124.6% | -39.0% |
| 1Y | -42.8% | +51.7% | -94.5% | -52.3% |
| All | -29.2% | -12.1% | -17.1% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling