-29.2%
ETHA vs SPXS
-63.8%
+34.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.2% | +0.3% |
| 7D | +2.9% | +1.2% | +1.7% | +4.0% |
| 30D | +31.4% | +5.2% | +26.2% | +36.4% |
| 3M | +48.9% | -9.2% | +58.0% | +41.1% |
| 6M | +20.9% | -29.6% | +50.5% | -1.6% |
| YTD | -17.2% | -27.6% | +10.5% | -29.5% |
| 1Y | -42.8% | -36.7% | -6.1% | -54.1% |
| All | -29.2% | -63.8% | +34.6% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling