-28.7%
ETHA vs SMTC
+400.5%
-429.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.0% | -8.9% | -1.6% |
| 7D | +2.7% | +22.9% | -20.3% | -3.2% |
| 30D | +29.4% | +16.6% | +12.7% | +22.2% |
| 3M | +47.2% | +2.4% | +44.8% | +41.4% |
| 6M | +25.4% | +98.3% | -72.9% | -5.7% |
| YTD | -16.5% | +120.7% | -137.2% | -40.1% |
| 1Y | -42.3% | +168.3% | -210.6% | -61.6% |
| All | -28.7% | +400.5% | -429.2% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling