+748.8%
STX vs ETHA
-30.2%
+779.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | +8.0% | -2.4% | +10.4% | +8.4% |
| 30D | +5.1% | +30.9% | -25.8% | -0.7% |
| 3M | +5.8% | +51.1% | -45.4% | -3.0% |
| 6M | +124.9% | +20.5% | +104.4% | +115.2% |
| YTD | +213.9% | -17.3% | +231.2% | +216.1% |
| 1Y | +350.4% | -43.2% | +393.6% | +375.4% |
| All | +748.8% | -30.2% | +779.0% | +702.8% |
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