+119.9%
SOXX vs ETHA
-27.9%
+147.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.4% | +1.0% |
| 7D | +1.4% | +3.5% | -2.1% | +0.5% |
| 30D | -3.6% | +35.3% | -38.9% | -11.2% |
| 3M | -10.2% | +50.9% | -61.0% | -19.8% |
| 6M | +54.2% | +22.1% | +32.1% | +44.8% |
| YTD | +75.2% | -14.6% | +89.8% | +77.1% |
| 1Y | +107.5% | -42.8% | +150.3% | +128.9% |
| All | +119.9% | -27.9% | +147.9% | +107.4% |
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