-11.3%
SMR vs ETHA
-30.2%
+18.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.4% | -5.5% |
| 7D | +4.7% | -2.4% | +7.1% | +6.3% |
| 30D | +3.2% | +30.9% | -27.7% | -12.3% |
| 3M | +9.9% | +51.1% | -41.2% | -14.3% |
| 6M | -15.1% | +20.5% | -35.6% | -23.8% |
| YTD | -27.9% | -17.3% | -10.7% | -21.1% |
| 1Y | -70.2% | -43.2% | -27.0% | -60.9% |
| All | -11.3% | -30.2% | +18.9% | -17.4% |
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