-27.0%
ETHA vs STLA
-71.0%
+44.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +1.0% | +2.3% |
| 7D | +3.5% | -2.9% | +6.3% | +4.6% |
| 30D | +35.3% | +0.9% | +34.4% | +34.4% |
| 3M | +50.9% | -21.6% | +72.5% | +65.5% |
| 6M | +22.1% | -21.6% | +43.7% | +33.3% |
| YTD | -14.6% | -50.4% | +35.8% | +11.0% |
| 1Y | -42.8% | -43.6% | +0.8% | -31.5% |
| All | -27.0% | -71.0% | +44.0% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling