-29.3%
ETHA vs SMTC
+389.8%
-419.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.7% |
| 7D | -2.4% | +17.5% | -19.9% | -6.9% |
| 30D | +30.9% | +21.3% | +9.6% | +22.2% |
| 3M | +51.1% | +3.1% | +48.0% | +44.7% |
| 6M | +20.5% | +81.7% | -61.2% | -6.8% |
| YTD | -17.3% | +115.9% | -133.2% | -40.3% |
| 1Y | -43.2% | +157.8% | -201.1% | -61.8% |
| All | -29.3% | +389.8% | -419.0% | -70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling