-36.1%
ETHA vs SW
-1.7%
-34.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.5% |
| 7D | -0.2% | +2.3% | -2.5% | -1.0% |
| 30D | -13.4% | +6.8% | -20.2% | -15.7% |
| 3M | +16.5% | -5.2% | +21.7% | +18.4% |
| 6M | -5.3% | +7.4% | -12.7% | -9.9% |
| YTD | -25.2% | +17.4% | -42.6% | -33.7% |
| 1Y | -32.9% | +27.1% | -60.0% | -43.5% |
| All | -36.1% | -1.7% | -34.4% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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