+31.2%
STM vs ETHA
-30.1%
+61.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +1.7% | +2.9% | -1.3% | +0.8% |
| 30D | -5.2% | +31.4% | -36.6% | -12.5% |
| 3M | -29.6% | +48.9% | -78.5% | -37.2% |
| 6M | +54.4% | +20.9% | +33.5% | +44.7% |
| YTD | +99.5% | -17.2% | +116.7% | +103.9% |
| 1Y | +100.8% | -42.8% | +143.5% | +123.8% |
| All | +31.2% | -30.1% | +61.3% | +20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling