+327.2%
SMH vs ETN
+185.4%
+141.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | -1.7% |
| 7D | +0.3% | +3.5% | -3.3% | -2.5% |
| 30D | -2.8% | -7.5% | +4.7% | +3.2% |
| 3M | -6.7% | +8.3% | -15.0% | -13.0% |
| 6M | +41.8% | +20.2% | +21.6% | +21.2% |
| YTD | +57.9% | +34.7% | +23.2% | +22.4% |
| 1Y | +87.6% | +19.4% | +68.2% | +59.8% |
| 3Y | +282.9% | +85.5% | +197.4% | +124.0% |
| All | +327.2% | +185.4% | +141.8% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling