-44.1%
ETHA vs STLD
+86.7%
-130.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -2.2% |
| 7D | -12.5% | +2.9% | -15.5% | -13.5% |
| 30D | -19.8% | -5.6% | -14.2% | -18.3% |
| 3M | +3.1% | -11.7% | +14.8% | +7.0% |
| 6M | -13.8% | -2.8% | -11.0% | -15.5% |
| YTD | -34.6% | +36.4% | -71.0% | -46.6% |
| 1Y | -38.7% | +50.0% | -88.7% | -52.5% |
| All | -44.1% | +86.7% | -130.8% | -64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling