+18.4%
STM vs ETHA
-42.9%
+61.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +1.3% |
| 7D | +16.3% | -10.3% | +26.6% | +19.7% |
| 30D | -6.3% | -19.7% | +13.4% | -0.3% |
| 3M | -14.1% | +7.2% | -21.3% | -16.1% |
| 6M | -19.6% | -11.9% | -7.6% | -17.5% |
| YTD | +80.1% | -32.3% | +112.5% | +94.7% |
| 1Y | +95.4% | -41.1% | +136.5% | +117.8% |
| All | +18.4% | -42.9% | +61.3% | +15.5% |
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