-29.3%
ETHA vs STZ
-46.5%
+17.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.3% |
| 7D | -2.4% | -4.1% | +1.7% | -1.9% |
| 30D | +30.9% | -7.6% | +38.5% | +32.1% |
| 3M | +51.1% | -12.3% | +63.4% | +53.4% |
| 6M | +20.5% | -16.3% | +36.8% | +23.0% |
| YTD | -17.3% | -8.4% | -8.9% | -19.8% |
| 1Y | -43.2% | -10.8% | -32.4% | -44.5% |
| All | -29.3% | -46.5% | +17.2% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling