+60.8%
SE vs ETHA
-30.2%
+91.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -4.8% | -2.4% | -2.4% | -4.4% |
| 30D | -18.1% | +30.9% | -49.0% | -22.3% |
| 3M | +30.6% | +51.1% | -20.5% | +20.4% |
| 6M | +20.8% | +20.5% | +0.2% | +15.7% |
| YTD | -15.6% | -17.3% | +1.7% | -14.1% |
| 1Y | -44.2% | -43.2% | -1.0% | -39.7% |
| All | +60.8% | -30.2% | +91.0% | +57.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling