+32.2%
STM vs ETHA
-29.6%
+61.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +5.2% | +2.7% | +2.5% | +4.4% |
| 30D | -7.4% | +29.4% | -36.7% | -14.1% |
| 3M | -30.6% | +47.2% | -77.8% | -37.9% |
| 6M | +66.4% | +25.4% | +41.0% | +54.5% |
| YTD | +101.1% | -16.5% | +117.7% | +105.2% |
| 1Y | +97.4% | -42.3% | +139.7% | +119.5% |
| All | +32.2% | -29.6% | +61.8% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling