+114.0%
SHOP vs ETHA
-29.6%
+143.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.1% | -8.7% | -7.9% |
| 7D | -4.1% | +2.7% | -6.8% | -4.9% |
| 30D | -11.5% | +29.4% | -40.9% | -18.4% |
| 3M | +21.1% | +47.2% | -26.1% | +7.2% |
| 6M | +3.0% | +25.4% | -22.4% | -4.9% |
| YTD | -16.7% | -16.5% | -0.2% | -14.7% |
| 1Y | -8.3% | -42.3% | +34.0% | +3.3% |
| All | +114.0% | -29.6% | +143.6% | +101.0% |
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