-42.7%
ETHA vs SPMO
+29.9%
-72.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -4.2% |
| 7D | +0.8% | +2.0% | -1.2% | -1.2% |
| 30D | +27.9% | -0.4% | +28.3% | +27.8% |
| 3M | +38.3% | -1.9% | +40.2% | +37.0% |
| 6M | +14.0% | +25.0% | -11.1% | -29.0% |
| YTD | -17.4% | +26.0% | -43.5% | -49.3% |
| 1Y | -42.7% | +28.7% | -71.3% | -62.8% |
| All | -42.7% | +29.9% | -72.6% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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