+46.5%
SNOW vs ETHA
-42.6%
+89.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.4% |
| 3M | +36.9% | +50.9% | -14.0% | +24.6% |
| 6M | +83.4% | +22.1% | +61.2% | +72.6% |
| YTD | +50.0% | -14.6% | +64.6% | +50.0% |
| 1Y | +46.5% | -42.8% | +89.3% | +59.1% |
| All | +46.5% | -42.6% | +89.1% | +59.1% |
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