-25.2%
SMR vs ETHA
-27.9%
+2.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.2% | -18.9% | -17.5% |
| 7D | -11.2% | +3.5% | -14.7% | -13.2% |
| 30D | -10.2% | +35.3% | -45.5% | -25.5% |
| 3M | -10.0% | +50.9% | -60.9% | -30.1% |
| 6M | -30.5% | +22.1% | -52.6% | -38.3% |
| YTD | -39.2% | -14.6% | -24.7% | -34.9% |
| 1Y | -75.5% | -42.8% | -32.7% | -68.2% |
| All | -25.2% | -27.9% | +2.7% | -31.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling