+41.5%
SBUX vs ETHA
-29.6%
+71.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.4% | -2.5% |
| 7D | -3.9% | +2.7% | -6.6% | -4.1% |
| 30D | -2.8% | +29.4% | -32.2% | -5.2% |
| 3M | +8.2% | +47.2% | -39.0% | +4.0% |
| 6M | +4.3% | +25.4% | -21.1% | +1.6% |
| YTD | +23.3% | -16.5% | +39.9% | +24.5% |
| 1Y | +24.3% | -42.3% | +66.6% | +29.7% |
| All | +41.5% | -29.6% | +71.1% | +39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling