+153.0%
SNOW vs ETHA
-29.6%
+182.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +4.9% | +2.7% | +2.2% | +4.4% |
| 30D | +1.5% | +29.4% | -27.9% | -4.5% |
| 3M | +39.5% | +47.2% | -7.6% | +26.8% |
| 6M | +85.9% | +25.4% | +60.5% | +73.4% |
| YTD | +52.9% | -16.5% | +69.5% | +55.7% |
| 1Y | +48.1% | -42.3% | +90.4% | +62.5% |
| All | +153.0% | -29.6% | +182.6% | +140.4% |
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 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