+212.5%
ETN vs SMR
-14.3%
+226.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -15.7% | +19.6% | +5.7% |
| 7D | +3.5% | -11.2% | +14.8% | +4.6% |
| 30D | -7.5% | -10.2% | +2.7% | -6.9% |
| 3M | +8.3% | -10.0% | +18.4% | +8.6% |
| 6M | +20.2% | -30.5% | +50.6% | +22.8% |
| YTD | +34.7% | -39.2% | +73.9% | +38.3% |
| 1Y | +19.4% | -75.5% | +95.0% | +32.2% |
| 3Y | +85.5% | +45.4% | +40.1% | +68.9% |
| All | +212.5% | -14.3% | +226.8% | +192.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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