-10.8%
SPGI vs ETHA
-27.9%
+17.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.2% | -0.2% |
| 7D | -7.4% | +3.5% | -10.9% | -7.6% |
| 30D | +0.4% | +35.3% | -34.9% | -2.0% |
| 3M | +5.3% | +50.9% | -45.6% | +1.8% |
| 6M | +1.7% | +22.1% | -20.4% | -0.4% |
| YTD | -16.4% | -14.6% | -1.8% | -16.4% |
| 1Y | -20.5% | -42.8% | +22.3% | -18.6% |
| All | -10.8% | -27.9% | +17.1% | -13.7% |
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 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