-85.6%
SMR vs ETHA
-31.0%
-54.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.7% | -10.2% | -8.4% |
| 7D | -9.5% | +2.1% | -11.7% | -11.2% |
| 30D | -33.2% | -10.7% | -22.5% | -27.9% |
| 3M | -45.9% | +29.0% | -74.9% | -56.8% |
| 6M | -57.9% | +2.7% | -60.6% | -59.7% |
| YTD | -63.8% | -18.7% | -45.1% | -58.3% |
| 1Y | -85.6% | -24.8% | -60.8% | -82.3% |
| All | -85.6% | -31.0% | -54.6% | -82.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling