-28.7%
ETHA vs STLD
+95.1%
-123.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +2.7% | +2.7% | 0.0% | +1.6% |
| 30D | +29.4% | -8.4% | +37.8% | +33.1% |
| 3M | +47.2% | -9.9% | +57.0% | +51.4% |
| 6M | +25.4% | +33.0% | -7.6% | +5.7% |
| YTD | -16.5% | +42.6% | -59.1% | -32.6% |
| 1Y | -42.3% | +80.8% | -123.1% | -58.8% |
| All | -28.7% | +95.1% | -123.7% | -54.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling