-27.0%
ETHA vs SONY
+30.5%
-57.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +2.4% |
| 7D | +3.5% | -2.7% | +6.1% | +4.9% |
| 30D | +35.3% | +1.5% | +33.8% | +33.9% |
| 3M | +50.9% | +13.0% | +37.9% | +40.0% |
| 6M | +22.1% | +11.2% | +10.9% | +13.9% |
| YTD | -14.6% | -6.6% | -7.9% | -12.2% |
| 1Y | -42.8% | -18.1% | -24.7% | -36.6% |
| All | -27.0% | +30.5% | -57.4% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 3y: compounded portfolio wealth divided by compounded SONY 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…
3y analysis · Full analysis span regression · 6 months rolling