+127.6%
SLV vs ETHA
-30.1%
+157.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.4% |
| 7D | +2.8% | +2.9% | -0.1% | +2.3% |
| 30D | +2.2% | +31.4% | -29.2% | -2.2% |
| 3M | +2.9% | +48.9% | -46.0% | -3.3% |
| 6M | -22.4% | +20.9% | -43.3% | -25.0% |
| YTD | -5.7% | -17.2% | +11.4% | -5.9% |
| 1Y | +63.3% | -42.8% | +106.1% | +66.0% |
| All | +127.6% | -30.1% | +157.7% | +127.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling