-24.8%
ETHA vs SN
+156.5%
-181.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.1% | +1.6% | +4.6% |
| 7D | +2.1% | +10.6% | -8.5% | -0.7% |
| 30D | -10.7% | +20.0% | -30.7% | -15.2% |
| 3M | +29.0% | +30.4% | -1.4% | +18.9% |
| 6M | +2.7% | +91.0% | -88.3% | -17.8% |
| YTD | -18.7% | +95.9% | -114.6% | -34.7% |
| 1Y | -24.8% | +158.9% | -183.7% | -42.2% |
| All | -24.8% | +156.5% | -181.3% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling