-29.4%
ETHA vs STZ
-44.6%
+15.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | +0.8% | -1.9% | +2.7% | +1.1% |
| 30D | +27.9% | -1.9% | +29.8% | +28.2% |
| 3M | +38.3% | -6.2% | +44.5% | +39.0% |
| 6M | +14.0% | -14.0% | +28.0% | +16.1% |
| YTD | -17.4% | -5.1% | -12.3% | -20.3% |
| 1Y | -42.7% | -9.6% | -33.1% | -43.8% |
| All | -29.4% | -44.6% | +15.2% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling