-5.5%
ETN vs SMTC
+70.8%
-76.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -12.9% | +3.1% | -5.5% |
| 7D | -10.1% | -24.5% | +14.4% | -1.5% |
| 30D | -18.4% | -42.5% | +24.1% | -3.2% |
| 3M | -20.4% | -14.1% | -6.3% | -18.1% |
| 6M | -16.0% | +3.6% | -19.6% | -18.6% |
| YTD | +11.8% | +50.6% | -38.8% | -5.0% |
| 1Y | -5.5% | +72.2% | -77.7% | -23.8% |
| All | -5.5% | +70.8% | -76.3% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling