+393.6%
COHR vs SMTC
+122.8%
+270.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.1% | -0.9% | +1.4% |
| 7D | +8.3% | +13.1% | -4.7% | +1.4% |
| 30D | -14.1% | +19.5% | -33.6% | -22.0% |
| 3M | -16.0% | +2.2% | -18.3% | -16.4% |
| 6M | +21.5% | +94.9% | -73.4% | -12.5% |
| YTD | +65.4% | +127.0% | -61.5% | +11.9% |
| 1Y | +195.0% | +174.6% | +20.4% | +82.8% |
| 3Y | +830.2% | +615.9% | +214.2% | +226.4% |
| All | +393.6% | +122.8% | +270.8% | +204.5% |
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