-61.8%
SNAP vs ETHA
-30.3%
-31.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -3.3% |
| 7D | +0.7% | +0.8% | -0.1% | +0.5% |
| 30D | +2.6% | +27.9% | -25.3% | -4.5% |
| 3M | -9.9% | +38.3% | -48.2% | -18.2% |
| 6M | +1.9% | +14.0% | -12.1% | -2.8% |
| YTD | -32.2% | -17.4% | -14.8% | -30.6% |
| 1Y | -22.8% | -42.7% | +19.8% | -14.5% |
| All | -61.8% | -30.3% | -31.5% | -63.5% |
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