+41.2%
SPYM vs ETHA
-30.1%
+71.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.4% |
| 7D | -0.4% | +2.9% | -3.3% | -0.7% |
| 30D | -1.4% | +31.4% | -32.8% | -4.6% |
| 3M | +3.7% | +48.9% | -45.1% | -1.3% |
| 6M | +13.0% | +20.9% | -7.8% | +9.9% |
| YTD | +12.5% | -17.2% | +29.6% | +13.3% |
| 1Y | +18.6% | -42.8% | +61.4% | +23.9% |
| All | +41.2% | -30.1% | +71.3% | +36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling