+12.5%
SE vs ETHA
-44.8%
+57.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.5% | +1.7% |
| 7D | -0.5% | -12.5% | +12.0% | +1.9% |
| 30D | -20.9% | -19.8% | -1.1% | -17.7% |
| 3M | -38.9% | +3.1% | -42.0% | -39.5% |
| 6M | -19.4% | -13.8% | -5.6% | -18.0% |
| YTD | -40.9% | -34.6% | -6.3% | -37.4% |
| 1Y | -46.2% | -38.7% | -7.5% | -42.5% |
| All | +12.5% | -44.8% | +57.3% | +15.1% |
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