-34.6%
SNPS vs ETHA
-44.4%
+9.8%
-38.9%
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% | -4.9% |
| 7D | -11.0% | +0.8% | -11.8% | -11.1% |
| 30D | -1.7% | +27.9% | -29.6% | -6.5% |
| 3M | -20.4% | +38.3% | -58.7% | -25.7% |
| 6M | -8.6% | +14.0% | -22.6% | -11.5% |
| YTD | -16.2% | -17.4% | +1.3% | -15.3% |
| 1Y | -34.6% | -42.7% | +8.1% | -29.8% |
| All | -34.6% | -44.4% | +9.8% | -29.8% |
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