+41.2%
SPYM vs ETHA
-27.9%
+69.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.7% | +0.2% |
| 7D | -1.0% | +3.5% | -4.5% | -1.4% |
| 30D | -1.3% | +35.3% | -36.7% | -4.9% |
| 3M | +3.6% | +50.9% | -47.3% | -1.5% |
| 6M | +13.3% | +22.1% | -8.8% | +10.0% |
| YTD | +12.4% | -14.6% | +27.0% | +12.9% |
| 1Y | +17.3% | -42.8% | +60.1% | +22.5% |
| All | +41.2% | -27.9% | +69.1% | +35.5% |
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