-5.3%
SYK vs ETHA
-31.0%
+25.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.7% | +3.7% | +9.5% |
| 7D | +11.7% | +2.1% | +9.6% | +11.7% |
| 30D | +19.1% | -10.7% | +29.8% | +18.4% |
| 3M | +1.4% | +29.0% | -27.5% | +2.3% |
| 6M | +17.4% | +2.7% | +14.8% | +18.1% |
| YTD | -2.5% | -18.7% | +16.1% | -3.2% |
| 1Y | -5.3% | -24.8% | +19.6% | -6.3% |
| All | -5.3% | -31.0% | +25.7% | -6.3% |
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