+17.9%
STM vs ETHA
-41.0%
+58.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.1% |
| 7D | +1.4% | -14.0% | +15.5% | +5.9% |
| 30D | -8.4% | -17.4% | +9.0% | -3.3% |
| 3M | -15.8% | +10.6% | -26.4% | -18.5% |
| 6M | -22.8% | -11.2% | -11.6% | -21.0% |
| YTD | +79.4% | -30.1% | +109.4% | +92.2% |
| 1Y | +97.0% | -39.6% | +136.6% | +118.1% |
| All | +17.9% | -41.0% | +58.9% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling