+124.8%
SMH vs ETHA
-27.9%
+152.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.8% | +0.7% |
| 7D | +0.3% | +3.5% | -3.2% | -0.5% |
| 30D | -2.8% | +35.3% | -38.1% | -9.9% |
| 3M | -6.7% | +50.9% | -57.6% | -16.1% |
| 6M | +41.8% | +22.1% | +19.7% | +33.6% |
| YTD | +57.9% | -14.6% | +72.4% | +59.5% |
| 1Y | +87.6% | -42.8% | +130.4% | +105.5% |
| All | +124.8% | -27.9% | +152.7% | +113.6% |
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