+62,442.9%
COHR vs SMTC
+67,795.5%
-5,352.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -2.7% |
| 7D | +10.9% | +17.5% | -6.6% | +6.9% |
| 30D | -10.8% | +21.3% | -32.1% | -14.3% |
| 3M | -17.4% | +3.1% | -20.5% | -16.9% |
| 6M | +12.5% | +81.7% | -69.2% | +0.5% |
| YTD | +58.8% | +115.9% | -57.1% | +37.5% |
| 1Y | +183.3% | +157.8% | +25.5% | +136.9% |
| 3Y | +783.0% | +557.3% | +225.8% | +492.6% |
| 5Y | +377.2% | +114.7% | +262.6% | +288.0% |
| 10Y | +1,261.0% | +509.5% | +751.6% | +855.4% |
| All | +62,442.9% | +67,795.5% | -5,352.5% | +32,576.1% |
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