+1,817.6%
SMH vs ETN
+730.7%
+1,086.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | -1.3% |
| 7D | +0.3% | +3.5% | -3.3% | -2.2% |
| 30D | -2.8% | -7.5% | +4.7% | +2.4% |
| 3M | -6.7% | +8.3% | -15.0% | -12.0% |
| 6M | +41.8% | +20.2% | +21.6% | +24.3% |
| YTD | +57.9% | +34.7% | +23.2% | +27.6% |
| 1Y | +87.6% | +19.4% | +68.2% | +64.4% |
| 3Y | +282.9% | +85.5% | +197.4% | +149.8% |
| 5Y | +330.4% | +186.6% | +143.8% | +111.3% |
| All | +1,817.6% | +730.7% | +1,086.9% | +456.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling