-73.1%
SMR vs ETHA
-44.4%
-28.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +1.4% |
| 7D | +4.4% | +0.8% | +3.6% | +3.6% |
| 30D | +3.4% | +27.9% | -24.5% | -14.5% |
| 3M | -19.2% | +38.3% | -57.5% | -37.1% |
| 6M | -22.6% | +14.0% | -36.6% | -29.9% |
| YTD | -31.5% | -17.4% | -14.1% | -22.3% |
| 1Y | -73.1% | -42.7% | -30.4% | -63.0% |
| All | -73.1% | -44.4% | -28.7% | -63.0% |
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 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