+52.0%
SNOW vs ETHA
-44.4%
+96.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.6% | -2.8% | -4.8% |
| 7D | +2.8% | +0.8% | +2.0% | +2.8% |
| 30D | +6.4% | +27.9% | -21.5% | +0.9% |
| 3M | +38.1% | +38.3% | -0.2% | +28.0% |
| 6M | +100.4% | +14.0% | +86.4% | +91.7% |
| YTD | +53.7% | -17.4% | +71.1% | +55.0% |
| 1Y | +52.0% | -42.7% | +94.6% | +66.7% |
| All | +52.0% | -44.4% | +96.3% | +66.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling