-28.7%
ETHA vs SYY
+14.5%
-43.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.2% |
| 7D | +2.7% | -2.8% | +5.5% | +3.7% |
| 30D | +29.4% | -5.3% | +34.7% | +31.8% |
| 3M | +47.2% | +5.1% | +42.1% | +44.4% |
| 6M | +25.4% | -5.0% | +30.4% | +27.3% |
| YTD | -16.5% | +10.7% | -27.2% | -21.9% |
| 1Y | -42.3% | +0.7% | -43.0% | -43.1% |
| All | -28.7% | +14.5% | -43.2% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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