0.0%
SAP vs ETHA
-30.1%
+30.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -0.3% | +2.9% | -3.2% | -0.6% |
| 30D | +0.3% | +31.4% | -31.1% | -2.6% |
| 3M | +16.9% | +48.9% | -32.0% | +11.8% |
| 6M | +6.3% | +20.9% | -14.6% | +3.8% |
| YTD | -12.4% | -17.2% | +4.8% | -11.6% |
| 1Y | -21.6% | -42.8% | +21.2% | -18.2% |
| All | 0.0% | -30.1% | +30.1% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 5y: compounded portfolio wealth divided by compounded ETHA 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…
5y analysis · Full analysis span regression · 6 months rolling