-27.0%
ETHA vs SPXS
-64.0%
+37.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.6% | +1.5% |
| 7D | +3.5% | +2.5% | +1.0% | +5.4% |
| 30D | +35.3% | +4.2% | +31.1% | +39.6% |
| 3M | +50.9% | -9.3% | +60.2% | +42.6% |
| 6M | +22.1% | -30.7% | +52.8% | -1.7% |
| YTD | -14.6% | -28.1% | +13.5% | -27.6% |
| 1Y | -42.8% | -35.1% | -7.7% | -53.3% |
| All | -27.0% | -64.0% | +37.0% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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