+148.1%
SNOW vs ETHA
-27.9%
+176.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.5% | -1.0% |
| 7D | -2.4% | +3.5% | -5.9% | -3.2% |
| 30D | -1.0% | +35.3% | -36.3% | -7.9% |
| 3M | +36.9% | +50.9% | -14.0% | +23.7% |
| 6M | +83.4% | +22.1% | +61.2% | +72.2% |
| YTD | +50.0% | -14.6% | +64.6% | +51.8% |
| 1Y | +46.5% | -42.8% | +89.3% | +61.1% |
| All | +148.1% | -27.9% | +176.0% | +134.4% |
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 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