-90.6%
ETHT vs SPY
+47.4%
-138.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.5% | +4.2% |
| 7D | +4.7% | +0.5% | +4.2% | +2.7% |
| 30D | +60.8% | -0.9% | +61.8% | +66.7% |
| 3M | +93.6% | +3.9% | +89.7% | +65.8% |
| 6M | +23.5% | +14.5% | +9.0% | -26.0% |
| YTD | -54.3% | +12.9% | -67.3% | -69.3% |
| 1Y | -82.5% | +19.4% | -101.9% | -89.9% |
| All | -90.6% | +47.4% | -138.0% | -96.7% |
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