+1,256.8%
SMH vs ETN
+5,967.4%
-4,710.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | -1.0% |
| 7D | +0.3% | +3.5% | -3.3% | -2.0% |
| 30D | -2.8% | -7.5% | +4.7% | +2.0% |
| 3M | -6.7% | +8.3% | -15.0% | -11.5% |
| 6M | +41.8% | +20.2% | +21.6% | +26.0% |
| YTD | +57.9% | +34.7% | +23.2% | +30.3% |
| 1Y | +87.6% | +19.4% | +68.2% | +66.7% |
| 3Y | +282.9% | +85.5% | +197.4% | +159.6% |
| 5Y | +330.4% | +186.6% | +143.8% | +124.2% |
| 10Y | +1,857.0% | +724.7% | +1,132.3% | +419.7% |
| All | +1,256.8% | +5,967.4% | -4,710.6% | -30.1% |
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