+55.9%
ETHO vs SPY
+75.5%
-19.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.3% |
| 7D | -2.4% | -2.0% | -0.4% | -0.3% |
| 30D | -4.8% | -1.7% | -3.1% | -3.1% |
| 3M | +4.8% | +4.7% | +0.1% | -0.2% |
| 6M | +17.8% | +12.5% | +5.3% | +4.0% |
| YTD | +20.8% | +11.7% | +9.1% | +7.5% |
| 1Y | +26.5% | +17.5% | +9.0% | +7.0% |
| All | +55.9% | +75.5% | -19.6% | -13.6% |
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