-44.1%
ETHA vs STT
+120.8%
-164.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | -12.5% | +4.8% | -17.3% | -16.6% |
| 30D | -19.8% | +3.9% | -23.7% | -22.7% |
| 3M | +3.1% | -8.2% | +11.3% | +11.4% |
| 6M | -13.8% | +15.6% | -29.4% | -27.1% |
| YTD | -34.6% | +37.6% | -72.2% | -54.8% |
| 1Y | -38.7% | +50.1% | -88.8% | -61.7% |
| All | -44.1% | +120.8% | -164.9% | -79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling