-22.6%
SNPS vs ETHA
-44.8%
+22.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -0.9% |
| 7D | +1.1% | -12.5% | +13.6% | +3.8% |
| 30D | -5.2% | -19.8% | +14.7% | -0.8% |
| 3M | +10.6% | +3.1% | +7.4% | +9.6% |
| 6M | -10.6% | -13.8% | +3.2% | -8.6% |
| YTD | -3.1% | -34.6% | +31.5% | +3.3% |
| 1Y | +15.6% | -38.7% | +54.3% | +24.0% |
| All | -22.6% | -44.8% | +22.2% | -22.0% |
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