-42.7%
ETHA vs SN
+46.4%
-89.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.3% |
| 7D | +0.8% | -9.3% | +10.2% | +3.8% |
| 30D | +27.9% | -4.8% | +32.7% | +29.6% |
| 3M | +38.3% | +40.4% | -2.1% | +22.3% |
| 6M | +14.0% | +50.9% | -37.0% | -2.9% |
| YTD | -17.4% | +54.9% | -72.4% | -29.6% |
| 1Y | -42.7% | +43.0% | -85.7% | -44.4% |
| All | -42.7% | +46.4% | -89.0% | -44.4% |
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