-6.1%
SMR vs ETHA
-30.1%
+24.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.9% |
| 7D | +13.1% | +2.9% | +10.1% | +11.2% |
| 30D | +17.8% | +31.4% | -13.6% | -0.2% |
| 3M | +8.1% | +48.9% | -40.8% | -14.9% |
| 6M | -11.1% | +20.9% | -32.0% | -20.3% |
| YTD | -23.7% | -17.2% | -6.5% | -16.6% |
| 1Y | -69.4% | -42.8% | -26.6% | -60.0% |
| All | -6.1% | -30.1% | +24.0% | -12.6% |
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