-63.2%
SPCH vs ETHA
+32.9%
-96.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +5.7% | -13.3% | -8.8% |
| 7D | -13.4% | +2.1% | -15.5% | -13.8% |
| 30D | -39.6% | -10.7% | -29.0% | -39.4% |
| 3M | -1.4% | +29.0% | -30.4% | +10.1% |
| All | -63.2% | +32.9% | -96.1% | -58.7% |
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 · Available span rolling