-29.4%
ETHA vs STT
+146.0%
-175.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.8% |
| 7D | +0.8% | +0.5% | +0.3% | +0.4% |
| 30D | +27.9% | +3.9% | +24.0% | +22.4% |
| 3M | +38.3% | +20.0% | +18.4% | +13.8% |
| 6M | +14.0% | +55.3% | -41.3% | -30.0% |
| YTD | -17.4% | +53.3% | -70.8% | -48.7% |
| 1Y | -42.7% | +74.7% | -117.4% | -69.2% |
| All | -29.4% | +146.0% | -175.4% | -76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling