+5,625.4%
COF vs SMTC
+49,862.7%
-44,237.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.6% |
| 7D | -2.7% | +22.5% | -25.1% | -7.3% |
| 30D | -3.4% | +24.9% | -28.3% | -9.2% |
| 3M | +15.4% | +4.1% | +11.3% | +10.7% |
| 6M | +14.4% | +92.6% | -78.1% | -7.2% |
| YTD | -12.0% | +122.5% | -134.5% | -31.4% |
| 1Y | -3.7% | +166.2% | -170.0% | -29.2% |
| 3Y | +121.1% | +577.2% | -456.1% | +14.3% |
| 5Y | +47.8% | +119.0% | -71.2% | -2.8% |
| 10Y | +250.3% | +527.9% | -277.6% | +73.6% |
| All | +5,625.4% | +49,862.7% | -44,237.2% | +1,584.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling