+121.5%
SMH vs ETHA
-30.2%
+151.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +1.4% | -2.4% | +3.8% | +2.0% |
| 30D | -2.2% | +30.9% | -33.1% | -8.7% |
| 3M | -1.9% | +51.1% | -53.0% | -11.7% |
| 6M | +41.0% | +20.5% | +20.5% | +33.4% |
| YTD | +55.6% | -17.3% | +72.8% | +58.4% |
| 1Y | +86.8% | -43.2% | +130.1% | +105.0% |
| All | +121.5% | -30.2% | +151.7% | +112.1% |
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