-90.8%
ETHU vs SPY
+49.1%
-139.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.5% | +2.8% |
| 7D | +6.7% | -0.8% | +7.5% | +10.2% |
| 30D | +76.9% | -1.1% | +77.9% | +84.4% |
| 3M | +109.5% | +3.9% | +105.6% | +79.1% |
| 6M | +22.9% | +13.6% | +9.3% | -24.4% |
| YTD | -49.0% | +12.7% | -61.7% | -65.5% |
| 1Y | -81.4% | +17.5% | -99.0% | -88.6% |
| All | -90.8% | +49.1% | -139.9% | -97.5% |
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 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