-61.5%
SNAP vs ETHA
-30.2%
-31.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | -3.2% | -2.4% | -0.7% | -2.5% |
| 30D | +0.2% | +30.9% | -30.7% | -7.3% |
| 3M | +2.6% | +51.1% | -48.5% | -9.0% |
| 6M | +12.4% | +20.5% | -8.1% | +5.8% |
| YTD | -31.6% | -17.3% | -14.3% | -30.0% |
| 1Y | -21.7% | -43.2% | +21.5% | -13.0% |
| All | -61.5% | -30.2% | -31.3% | -63.2% |
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