+20,176.5%
ETN vs SMTC
+69,847.7%
-49,671.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | +6.2% | +22.5% | -16.2% | +3.3% |
| 30D | -6.7% | +24.9% | -31.6% | -9.8% |
| 3M | +3.6% | +4.1% | -0.5% | +2.3% |
| 6M | +18.3% | +92.6% | -74.2% | +6.9% |
| YTD | +31.5% | +122.5% | -91.0% | +16.3% |
| 1Y | +20.6% | +166.2% | -145.7% | +3.8% |
| 3Y | +82.5% | +577.2% | -494.6% | +32.8% |
| 5Y | +177.8% | +119.0% | +58.8% | +126.9% |
| 10Y | +705.0% | +527.9% | +177.1% | +471.8% |
| All | +20,176.5% | +69,847.7% | -49,671.3% | +10,858.0% |
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