+13.9%
SRE vs ETHA
-27.9%
+41.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -1.0% |
| 7D | -0.8% | +3.5% | -4.3% | -1.1% |
| 30D | -3.0% | +35.3% | -38.3% | -5.4% |
| 3M | -8.3% | +50.9% | -59.2% | -11.6% |
| 6M | -8.9% | +22.1% | -31.0% | -10.8% |
| YTD | -4.3% | -14.6% | +10.3% | -3.3% |
| 1Y | +2.7% | -42.8% | +45.5% | +7.6% |
| All | +13.9% | -27.9% | +41.9% | +10.0% |
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 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