-44.1%
ETHA vs STZ
-36.6%
-7.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.4% |
| 7D | -12.5% | +2.6% | -15.1% | -12.7% |
| 30D | -19.8% | +15.2% | -35.0% | -20.8% |
| 3M | +3.1% | +7.6% | -4.5% | +2.8% |
| 6M | -13.8% | +5.3% | -19.1% | -14.0% |
| YTD | -34.6% | +8.6% | -43.2% | -37.5% |
| 1Y | -38.7% | +15.6% | -54.3% | -42.9% |
| All | -44.1% | -36.6% | -7.5% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling