-42.7%
ETHA vs STLD
+89.3%
-131.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.3% |
| 7D | +0.8% | +3.1% | -2.3% | +0.2% |
| 30D | +27.9% | -9.0% | +36.9% | +31.1% |
| 3M | +38.3% | -12.4% | +50.7% | +43.8% |
| 6M | +14.0% | +25.5% | -11.5% | -0.9% |
| YTD | -17.4% | +43.6% | -61.0% | -33.8% |
| 1Y | -42.7% | +87.2% | -129.9% | -58.7% |
| All | -42.7% | +89.3% | -131.9% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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