-42.1%
ETHA vs STLA
-79.3%
+37.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.1% | +2.9% | -0.9% |
| 7D | -10.3% | -13.1% | +2.8% | -5.4% |
| 30D | -19.7% | -13.3% | -6.4% | -15.6% |
| 3M | +7.2% | -27.9% | +35.1% | +20.2% |
| 6M | -11.9% | -47.8% | +35.9% | +12.2% |
| YTD | -32.3% | -64.6% | +32.2% | -0.7% |
| 1Y | -41.1% | -64.0% | +22.9% | -14.9% |
| All | -42.1% | -79.3% | +37.1% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling