-29.2%
ETHA vs SPYG
+50.7%
-79.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.1% |
| 7D | +2.9% | +0.3% | +2.6% | +2.5% |
| 30D | +31.4% | -1.7% | +33.1% | +34.9% |
| 3M | +48.9% | +3.6% | +45.2% | +39.2% |
| 6M | +20.9% | +16.6% | +4.3% | -6.9% |
| YTD | -17.2% | +13.4% | -30.5% | -32.3% |
| 1Y | -42.8% | +19.6% | -62.4% | -56.4% |
| All | -29.2% | +50.7% | -79.9% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling