+37.7%
SBUX vs ETHA
-30.2%
+67.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -6.2% | -2.4% | -3.8% | -6.0% |
| 30D | -6.4% | +30.9% | -37.3% | -8.8% |
| 3M | +1.0% | +51.1% | -50.1% | -3.1% |
| 6M | -0.4% | +20.5% | -20.9% | -2.5% |
| YTD | +20.0% | -17.3% | +37.2% | +21.2% |
| 1Y | +22.8% | -43.2% | +66.0% | +28.4% |
| All | +37.7% | -30.2% | +67.9% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling