+43.1%
COF vs SMTC
+122.8%
-79.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | -0.3% |
| 7D | -5.1% | +13.1% | -18.2% | -7.3% |
| 30D | -6.0% | +19.5% | -25.5% | -9.7% |
| 3M | +14.8% | +2.2% | +12.6% | +11.8% |
| 6M | +15.3% | +94.9% | -79.5% | -3.3% |
| YTD | -13.0% | +127.0% | -140.0% | -29.8% |
| 1Y | -5.7% | +174.6% | -180.3% | -27.9% |
| 3Y | +118.1% | +615.9% | -497.8% | +15.5% |
| All | +43.1% | +122.8% | -79.7% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling