+238.4%
ETHE vs SPY
+191.6%
+46.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +1.0% |
| 7D | -2.3% | -2.0% | -0.3% | +1.6% |
| 30D | +30.8% | -1.7% | +32.5% | +35.0% |
| 3M | +50.8% | +4.7% | +46.1% | +37.7% |
| 6M | +20.3% | +12.5% | +7.8% | -3.7% |
| YTD | -17.6% | +11.7% | -29.4% | -32.3% |
| 1Y | -43.7% | +17.5% | -61.1% | -57.4% |
| 3Y | +90.4% | +76.6% | +13.8% | -31.3% |
| 5Y | -28.6% | +82.0% | -110.7% | -71.9% |
| All | +238.4% | +191.6% | +46.8% | -91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling