+1,298.9%
COHR vs SMTC
+548.2%
+750.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.1% | -0.9% | +1.2% |
| 7D | +8.3% | +13.1% | -4.7% | +0.8% |
| 30D | -14.1% | +19.5% | -33.6% | -22.7% |
| 3M | -16.0% | +2.2% | -18.3% | -16.4% |
| 6M | +21.5% | +94.9% | -73.4% | -16.2% |
| YTD | +65.4% | +127.0% | -61.5% | +6.1% |
| 1Y | +195.0% | +174.6% | +20.4% | +70.1% |
| 3Y | +830.2% | +615.9% | +214.2% | +153.1% |
| 5Y | +397.1% | +125.6% | +271.5% | +157.4% |
| All | +1,298.9% | +548.2% | +750.6% | +265.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling