-43.2%
ETHA vs SPG
+19.7%
-62.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.4% | -2.2% | -0.2% | -2.4% |
| 30D | +30.9% | -5.8% | +36.7% | +30.7% |
| 3M | +51.1% | -2.8% | +53.9% | +50.9% |
| 6M | +20.5% | +8.9% | +11.6% | +17.4% |
| YTD | -17.3% | +14.3% | -31.5% | -16.8% |
| 1Y | -43.2% | +19.5% | -62.7% | -42.2% |
| All | -43.2% | +19.7% | -62.9% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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