-11.9%
ETHA vs SN
+105.7%
-117.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -2.8% |
| 7D | -10.3% | +1.4% | -11.7% | -10.5% |
| 30D | -19.7% | +16.6% | -36.3% | -21.1% |
| 3M | +7.2% | +18.3% | -11.1% | +5.4% |
| 6M | -11.9% | +103.1% | -115.0% | -23.7% |
| All | -11.9% | +105.7% | -117.6% | -23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling