+41.5%
SPYM vs ETHA
-27.9%
+69.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.5% |
| 7D | -0.8% | +3.5% | -4.2% | -1.2% |
| 30D | -1.1% | +35.3% | -36.4% | -4.6% |
| 3M | +3.9% | +50.9% | -47.0% | -1.3% |
| 6M | +13.6% | +22.1% | -8.5% | +10.3% |
| YTD | +12.7% | -14.6% | +27.3% | +13.2% |
| 1Y | +17.6% | -42.8% | +60.4% | +22.8% |
| All | +41.5% | -27.9% | +69.5% | +35.8% |
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