-90.0%
ETHD vs SPY
+47.1%
-137.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -3.0% |
| 7D | -7.0% | -0.8% | -6.2% | -9.7% |
| 30D | -50.4% | -1.1% | -49.3% | -52.6% |
| 3M | -64.4% | +3.9% | -68.2% | -57.4% |
| 6M | -55.1% | +13.6% | -68.8% | -17.4% |
| YTD | -36.7% | +12.7% | -49.3% | +20.5% |
| 1Y | -7.6% | +17.5% | -25.1% | +122.4% |
| All | -90.0% | +47.1% | -137.1% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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