-19.5%
SYK vs ETHA
-30.2%
+10.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -12.3% | -2.4% | -9.9% | -12.3% |
| 30D | -22.4% | +30.9% | -53.3% | -23.3% |
| 3M | -12.3% | +51.1% | -63.5% | -14.0% |
| 6M | -24.3% | +20.5% | -44.8% | -25.1% |
| YTD | -22.8% | -17.3% | -5.5% | -22.2% |
| 1Y | -28.8% | -43.2% | +14.5% | -26.6% |
| All | -19.5% | -30.2% | +10.7% | -20.1% |
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