+325.0%
COP vs SMTC
+382.5%
-57.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.3% | -8.7% | +0.2% |
| 7D | +0.7% | +12.9% | -12.2% | -1.6% |
| 30D | +0.2% | -25.6% | +25.8% | +3.5% |
| 3M | +10.2% | -4.5% | +14.8% | +8.0% |
| 6M | +20.1% | -8.3% | +28.4% | +15.7% |
| YTD | +50.5% | +69.9% | -19.4% | +27.0% |
| 1Y | +56.8% | +73.9% | -17.1% | +31.0% |
| 3Y | +30.3% | +757.7% | -727.4% | -36.3% |
| 5Y | +126.8% | +38.7% | +88.1% | +82.7% |
| 10Y | +325.0% | +376.1% | -51.1% | +157.6% |
| All | +325.0% | +382.5% | -57.6% | +157.6% |
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