-29.1%
ETHW vs SPY
+39.9%
-69.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +1.2% |
| 7D | -2.2% | -2.0% | -0.2% | +2.0% |
| 30D | +31.0% | -1.7% | +32.7% | +35.4% |
| 3M | +51.1% | +4.7% | +46.4% | +36.8% |
| 6M | +20.9% | +12.5% | +8.4% | -5.0% |
| YTD | -17.2% | +11.7% | -28.9% | -33.1% |
| 1Y | -43.2% | +17.5% | -60.6% | -57.7% |
| All | -29.1% | +39.9% | -69.0% | -60.0% |
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