+37.0%
SBUX vs ETHA
-27.9%
+64.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -0.8% |
| 7D | -5.5% | +3.5% | -8.9% | -5.8% |
| 30D | -8.5% | +35.3% | -43.8% | -11.1% |
| 3M | -2.9% | +50.9% | -53.8% | -6.8% |
| 6M | -1.5% | +22.1% | -23.6% | -3.7% |
| YTD | +19.4% | -14.6% | +34.0% | +20.3% |
| 1Y | +22.9% | -42.8% | +65.7% | +28.6% |
| All | +37.0% | -27.9% | +64.9% | +34.9% |
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