+32.9%
STM vs ETHA
-30.3%
+63.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.6% |
| 7D | +5.8% | +0.8% | +5.0% | +5.5% |
| 30D | -1.0% | +27.9% | -28.9% | -8.0% |
| 3M | -33.3% | +38.3% | -71.6% | -39.2% |
| 6M | +57.4% | +14.0% | +43.4% | +49.9% |
| YTD | +102.2% | -17.4% | +119.6% | +106.8% |
| 1Y | +99.6% | -42.7% | +142.3% | +122.4% |
| All | +32.9% | -30.3% | +63.3% | +22.6% |
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 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