-22.3%
SYK vs ETHA
-44.4%
+22.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.1% | -1.7% |
| 7D | -8.3% | +0.8% | -9.2% | -8.3% |
| 30D | -10.1% | +27.9% | -38.0% | -9.2% |
| 3M | +0.9% | +38.3% | -37.4% | +2.2% |
| 6M | -20.2% | +14.0% | -34.2% | -19.6% |
| YTD | -13.3% | -17.4% | +4.1% | -13.6% |
| 1Y | -22.3% | -42.7% | +20.3% | -23.2% |
| All | -22.3% | -44.4% | +22.0% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling