-36.1%
ETHA vs STLD
+81.4%
-117.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -1.0% |
| 7D | -0.2% | -11.1% | +10.9% | +4.0% |
| 30D | -13.4% | -4.8% | -8.6% | -11.9% |
| 3M | +16.5% | -14.6% | +31.1% | +22.3% |
| 6M | -5.3% | -7.4% | +2.1% | -5.3% |
| YTD | -25.2% | +32.6% | -57.8% | -38.3% |
| 1Y | -32.9% | +47.3% | -80.2% | -47.8% |
| All | -36.1% | +81.4% | -117.5% | -58.6% |
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