-38.9%
ETHA vs STLD
+85.2%
-124.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.6% | -5.2% |
| 7D | -5.3% | -9.7% | +4.4% | -1.9% |
| 30D | -14.2% | -4.5% | -9.6% | -12.8% |
| 3M | +10.7% | -13.1% | +23.8% | +15.5% |
| 6M | -8.4% | -2.8% | -5.6% | -10.3% |
| YTD | -28.6% | +35.3% | -63.9% | -41.5% |
| 1Y | -38.8% | +51.4% | -90.2% | -52.9% |
| All | -38.9% | +85.2% | -124.1% | -60.8% |
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