-24.8%
ETHA vs SPYG
+10.8%
-35.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.5% | +3.6% |
| 7D | +2.1% | -2.8% | +4.9% | +7.1% |
| 30D | -10.7% | -6.2% | -4.5% | -0.4% |
| 3M | +29.0% | -3.6% | +32.5% | +37.1% |
| 6M | +2.7% | +4.8% | -2.1% | -6.8% |
| YTD | -18.7% | +11.0% | -29.6% | -32.5% |
| 1Y | -24.8% | +11.2% | -36.1% | -37.6% |
| All | -24.8% | +10.8% | -35.7% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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