-29.4%
ETHA vs SM
-15.6%
-13.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -2.0% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +27.9% | +26.3% | +1.6% | +20.6% |
| 3M | +38.3% | +8.7% | +29.6% | +34.4% |
| 6M | +14.0% | +51.7% | -37.7% | -4.5% |
| YTD | -17.4% | +99.0% | -116.5% | -38.5% |
| 1Y | -42.7% | +34.6% | -77.3% | -50.1% |
| All | -29.4% | -15.6% | -13.8% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling