-29.2%
ETHA vs SN
+132.3%
-161.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +1.0% |
| 7D | +2.9% | -3.4% | +6.3% | +4.8% |
| 30D | +31.4% | -9.1% | +40.5% | +37.6% |
| 3M | +48.9% | +31.8% | +17.1% | +26.2% |
| 6M | +20.9% | +52.0% | -31.1% | -7.0% |
| YTD | -17.2% | +51.3% | -68.5% | -36.2% |
| 1Y | -42.8% | +46.9% | -89.6% | -55.4% |
| All | -29.2% | +132.3% | -161.5% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling