-42.8%
ETHA vs SPYG
+17.9%
-60.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +1.8% |
| 7D | +3.5% | -0.9% | +4.3% | +5.1% |
| 30D | +35.3% | -1.5% | +36.8% | +38.9% |
| 3M | +50.9% | +3.7% | +47.1% | +39.3% |
| 6M | +22.1% | +16.4% | +5.7% | -10.6% |
| YTD | -14.6% | +13.3% | -27.9% | -32.7% |
| 1Y | -42.8% | +17.9% | -60.7% | -56.4% |
| All | -42.8% | +17.9% | -60.7% | -56.4% |
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