-7.7%
SRE vs ETHA
-31.0%
+23.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.7% | -8.6% | -2.9% |
| 7D | -2.1% | +2.1% | -4.2% | -2.1% |
| 30D | +6.1% | -10.7% | +16.8% | +6.3% |
| 3M | -3.5% | +29.0% | -32.5% | -3.9% |
| 6M | -10.8% | +2.7% | -13.5% | -10.0% |
| YTD | -4.0% | -18.7% | +14.7% | -1.4% |
| 1Y | -7.7% | -24.8% | +17.2% | -4.9% |
| All | -7.7% | -31.0% | +23.3% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling