-24.8%
ETHA vs STT
+53.6%
-78.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +4.0% |
| 7D | +2.1% | -0.1% | +2.2% | +2.3% |
| 30D | -10.7% | -1.7% | -9.0% | -9.5% |
| 3M | +29.0% | -6.4% | +35.3% | +34.4% |
| 6M | +2.7% | +17.7% | -15.0% | -13.2% |
| YTD | -18.7% | +36.9% | -55.5% | -43.8% |
| 1Y | -24.8% | +52.0% | -76.9% | -58.4% |
| All | -24.8% | +53.6% | -78.4% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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