-32.5%
SNPS vs ETHA
-30.2%
-2.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -4.6% | -2.4% | -2.2% | -4.1% |
| 30D | -3.3% | +30.9% | -34.2% | -8.6% |
| 3M | -13.8% | +51.1% | -64.9% | -21.2% |
| 6M | -8.2% | +20.5% | -28.7% | -12.4% |
| YTD | -15.4% | -17.3% | +1.8% | -14.0% |
| 1Y | +2.4% | -43.2% | +45.7% | +10.9% |
| All | -32.5% | -30.2% | -2.3% | -35.1% |
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 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