+99.6%
STM vs ETHA
-44.4%
+144.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.5% |
| 7D | +5.8% | +0.8% | +5.0% | +5.5% |
| 30D | -1.0% | +27.9% | -28.9% | -7.4% |
| 3M | -33.3% | +38.3% | -71.6% | -38.7% |
| 6M | +57.4% | +14.0% | +43.4% | +49.7% |
| YTD | +102.2% | -17.4% | +119.6% | +103.3% |
| 1Y | +99.6% | -42.7% | +142.3% | +118.9% |
| All | +99.6% | -44.4% | +144.0% | +118.9% |
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