+111.8%
ETHE vs SPY
+77.0%
+34.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +39.8% |
| 6M | +21.8% | +13.6% | +8.2% | -4.5% |
| YTD | -15.0% | +12.7% | -27.7% | -31.4% |
| 1Y | -43.2% | +17.5% | -60.7% | -57.0% |
| 3Y | +111.8% | +76.9% | +34.9% | +0.5% |
| All | +111.8% | +77.0% | +34.8% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling