+9.2%
SGOV vs ETHA
-27.9%
+37.2%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | 0.0% |
| 7D | 0.0% | +3.5% | -3.4% | 0.0% |
| 30D | +0.3% | +35.3% | -35.0% | +0.3% |
| 3M | +0.9% | +50.9% | -49.9% | +0.9% |
| 6M | +1.8% | +22.1% | -20.3% | +1.8% |
| YTD | +2.5% | -14.6% | +17.1% | +2.5% |
| 1Y | +3.8% | -42.8% | +46.6% | +3.8% |
| All | +9.2% | -27.9% | +37.2% | +9.3% |
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