-38.7%
ETHA vs STLA
-64.5%
+25.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.2% |
| 7D | -12.5% | -13.8% | +1.2% | -10.8% |
| 30D | -19.8% | -10.5% | -9.3% | -18.6% |
| 3M | +3.1% | -28.9% | +32.0% | +7.1% |
| 6M | -13.8% | -49.7% | +35.9% | -8.5% |
| YTD | -34.6% | -64.9% | +30.3% | -29.3% |
| 1Y | -38.7% | -64.0% | +25.3% | -34.7% |
| All | -38.7% | -64.5% | +25.8% | -34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling