-42.1%
ETHA vs STT
+121.1%
-163.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -3.0% | -3.0% |
| 7D | -10.3% | +5.1% | -15.4% | -14.8% |
| 30D | -19.7% | -0.2% | -19.4% | -19.5% |
| 3M | +7.2% | -8.1% | +15.4% | +15.8% |
| 6M | -11.9% | +16.6% | -28.6% | -26.2% |
| YTD | -32.3% | +37.8% | -70.2% | -53.3% |
| 1Y | -41.1% | +46.8% | -88.0% | -62.2% |
| All | -42.1% | +121.1% | -163.3% | -78.3% |
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