-9.2%
SPGI vs ETHA
-30.1%
+21.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.8% | -2.5% |
| 7D | -3.1% | +2.9% | -6.0% | -3.3% |
| 30D | +2.0% | +31.4% | -29.4% | -0.2% |
| 3M | +4.3% | +48.9% | -44.6% | +1.0% |
| 6M | -0.2% | +20.9% | -21.1% | -2.2% |
| YTD | -14.8% | -17.2% | +2.4% | -14.6% |
| 1Y | -18.5% | -42.8% | +24.2% | -16.7% |
| All | -9.2% | -30.1% | +21.0% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling