+735.9%
STX vs ETHA
-30.3%
+766.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.6% | +9.0% | +6.8% |
| 7D | +2.4% | +0.8% | +1.5% | +2.1% |
| 30D | +1.4% | +27.9% | -26.5% | -3.8% |
| 3M | -8.2% | +38.3% | -46.5% | -14.4% |
| 6M | +127.0% | +14.0% | +113.1% | +119.3% |
| YTD | +209.1% | -17.4% | +226.6% | +211.4% |
| 1Y | +365.4% | -42.7% | +408.1% | +390.4% |
| All | +735.9% | -30.3% | +766.3% | +690.8% |
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 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