+205.1%
ETN vs SMR
+7.6%
+197.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.3% |
| 7D | +6.2% | +13.1% | -6.8% | +4.7% |
| 30D | -6.7% | +17.8% | -24.4% | -8.6% |
| 3M | +3.6% | +8.1% | -4.5% | +2.0% |
| 6M | +18.3% | -11.1% | +29.4% | +17.9% |
| YTD | +31.5% | -23.7% | +55.2% | +31.9% |
| 1Y | +20.6% | -69.4% | +90.0% | +30.4% |
| 3Y | +82.5% | +82.6% | -0.1% | +62.4% |
| All | +205.1% | +7.6% | +197.5% | +178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling