-26.8%
ETHV vs SPY
+41.1%
-67.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +1.4% |
| 7D | +3.4% | -0.8% | +4.1% | +5.0% |
| 30D | +35.4% | -1.1% | +36.4% | +38.3% |
| 3M | +51.2% | +3.9% | +47.3% | +39.5% |
| 6M | +22.1% | +13.6% | +8.5% | -5.8% |
| YTD | -14.5% | +12.7% | -27.2% | -32.1% |
| 1Y | -42.8% | +17.5% | -60.3% | -57.4% |
| All | -26.8% | +41.1% | -67.8% | -59.2% |
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