-42.7%
ETHA vs SMTC
+154.8%
-197.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.2% | -11.8% | -4.2% |
| 7D | +0.8% | +12.7% | -11.9% | -1.3% |
| 30D | +27.9% | +22.0% | +5.9% | +21.9% |
| 3M | +38.3% | -12.7% | +51.0% | +40.5% |
| 6M | +14.0% | +64.8% | -50.8% | -4.8% |
| YTD | -17.4% | +100.7% | -118.1% | -35.3% |
| 1Y | -42.7% | +146.9% | -189.5% | -54.9% |
| All | -42.7% | +154.8% | -197.4% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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