-9.9%
SNPS vs ETHA
+21.5%
-31.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -6.2% |
| 3M | -20.4% | +38.3% | -58.7% | -25.2% |
| All | -9.9% | +21.5% | -31.4% | -12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling