-42.8%
ETHA vs SMTC
+169.6%
-212.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.1% | -1.9% | +2.4% |
| 7D | +3.5% | +13.1% | -9.6% | +1.3% |
| 30D | +35.3% | +19.5% | +15.9% | +30.3% |
| 3M | +50.9% | +2.2% | +48.6% | +48.6% |
| 6M | +22.1% | +94.9% | -72.8% | -1.6% |
| YTD | -14.6% | +127.0% | -141.5% | -34.6% |
| 1Y | -42.8% | +174.6% | -217.4% | -55.8% |
| All | -42.8% | +169.6% | -212.4% | -55.8% |
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