-40.9%
SE vs ETHA
-44.4%
+3.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.4% |
| 7D | -6.1% | +0.8% | -6.9% | -6.3% |
| 30D | -2.5% | +27.9% | -30.4% | -7.2% |
| 3M | +21.7% | +38.3% | -16.6% | +13.7% |
| 6M | +27.0% | +14.0% | +13.0% | +22.3% |
| YTD | -12.1% | -17.4% | +5.3% | -9.8% |
| 1Y | -40.9% | -42.7% | +1.7% | -34.5% |
| All | -40.9% | -44.4% | +3.5% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling