-19.4%
SE vs ETHA
-14.7%
-4.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.5% | +1.9% |
| 7D | -0.5% | -12.5% | +12.0% | +2.5% |
| 30D | -20.9% | -19.8% | -1.1% | -16.9% |
| 3M | -38.9% | +3.1% | -42.0% | -39.7% |
| 6M | -19.4% | -13.8% | -5.6% | -17.2% |
| All | -19.4% | -14.7% | -4.8% | -17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling