-44.1%
ETHA vs SMTC
+252.7%
-296.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.7% | -2.3% |
| 7D | -12.5% | +11.0% | -23.6% | -15.1% |
| 30D | -19.8% | -28.5% | +8.7% | -14.2% |
| 3M | +3.1% | -14.2% | +17.3% | +2.4% |
| 6M | -13.8% | -18.0% | +4.2% | -16.1% |
| YTD | -34.6% | +55.5% | -90.1% | -50.1% |
| 1Y | -38.7% | +69.5% | -108.2% | -54.8% |
| All | -44.1% | +252.7% | -296.8% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling