+4,477.6%
SMCI vs ETN
+1,556.5%
+2,921.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.0% | +3.3% | +4.4% |
| 7D | +1.3% | +3.5% | -2.2% | -1.1% |
| 30D | +6.6% | -7.5% | +14.1% | +12.7% |
| 3M | +25.4% | +8.3% | +17.1% | +18.8% |
| 6M | +26.1% | +20.2% | +6.0% | +13.5% |
| YTD | +37.0% | +34.7% | +2.3% | +13.9% |
| 1Y | -8.8% | +19.4% | -28.2% | -17.6% |
| 3Y | +44.6% | +85.5% | -40.9% | +2.6% |
| 5Y | +995.9% | +186.6% | +809.3% | +500.3% |
| 10Y | +1,801.4% | +724.7% | +1,076.7% | +421.7% |
| All | +4,477.6% | +1,556.5% | +2,921.1% | +504.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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