-30.5%
ETHA vs SW
+0.8%
-31.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.1% | +1.6% | +4.1% |
| 7D | +2.1% | +12.1% | -9.9% | -2.4% |
| 30D | -10.7% | +6.6% | -17.2% | -13.0% |
| 3M | +29.0% | -6.0% | +35.0% | +31.5% |
| 6M | +2.7% | +21.5% | -18.8% | -7.6% |
| YTD | -18.7% | +20.3% | -39.0% | -28.6% |
| 1Y | -24.8% | +28.1% | -53.0% | -36.7% |
| All | -30.5% | +0.8% | -31.2% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling