-41.1%
ETHA vs SN
+136.6%
-177.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -2.4% |
| 7D | -10.3% | +1.4% | -11.7% | -10.7% |
| 30D | -19.7% | +16.6% | -36.3% | -23.2% |
| 3M | +7.2% | +18.3% | -11.1% | +1.9% |
| 6M | -11.9% | +103.1% | -115.0% | -31.6% |
| YTD | -32.3% | +96.7% | -129.1% | -46.1% |
| 1Y | -41.1% | +134.3% | -175.5% | -54.5% |
| All | -41.1% | +136.6% | -177.7% | -54.5% |
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