-28.7%
ETHA vs STT
+143.0%
-171.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +2.3% |
| 7D | +2.7% | +2.2% | +0.5% | +0.5% |
| 30D | +29.4% | +3.9% | +25.5% | +23.7% |
| 3M | +47.2% | +19.2% | +28.0% | +21.7% |
| 6M | +25.4% | +60.4% | -35.0% | -26.0% |
| YTD | -16.5% | +51.5% | -68.0% | -47.5% |
| 1Y | -42.3% | +76.3% | -118.6% | -69.4% |
| All | -28.7% | +143.0% | -171.7% | -75.6% |
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