-35.5%
ETHA vs SW
-0.8%
-34.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.5% | -5.7% | -6.7% |
| 7D | -3.8% | +4.7% | -8.5% | -5.4% |
| 30D | -16.6% | +5.0% | -21.6% | -18.3% |
| 3M | +16.9% | -7.3% | +24.2% | +19.9% |
| 6M | -5.5% | +15.0% | -20.4% | -12.8% |
| YTD | -24.6% | +18.5% | -43.1% | -33.4% |
| 1Y | -35.1% | +27.1% | -62.2% | -45.2% |
| All | -35.5% | -0.8% | -34.7% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling