+249.2%
ETHE vs SPY
+194.1%
+55.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +1.5% |
| 7D | +3.3% | -0.8% | +4.1% | +4.9% |
| 30D | +35.1% | -1.1% | +36.2% | +37.9% |
| 3M | +50.8% | +3.9% | +46.9% | +40.0% |
| 6M | +21.8% | +13.6% | +8.2% | -4.4% |
| YTD | -15.0% | +12.7% | -27.7% | -31.3% |
| 1Y | -43.2% | +17.5% | -60.7% | -57.1% |
| 3Y | +111.8% | +76.9% | +34.9% | -23.7% |
| 5Y | -26.4% | +83.6% | -109.9% | -71.5% |
| All | +249.2% | +194.1% | +55.1% | -91.2% |
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