-29.4%
ETHA vs SYF
+64.9%
-94.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.7% |
| 7D | +0.8% | +2.4% | -1.6% | -0.8% |
| 30D | +27.9% | +0.8% | +27.1% | +26.6% |
| 3M | +38.3% | +13.4% | +24.9% | +25.0% |
| 6M | +14.0% | +16.3% | -2.4% | +0.9% |
| YTD | -17.4% | -3.0% | -14.4% | -17.4% |
| 1Y | -42.7% | +5.7% | -48.4% | -46.3% |
| All | -29.4% | +64.9% | -94.3% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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