+193.3%
COP vs SMTC
+116.8%
+76.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.1% |
| 7D | -0.5% | +22.5% | -23.0% | -1.7% |
| 30D | +11.7% | +24.9% | -13.2% | +10.0% |
| 3M | +17.7% | +4.1% | +13.6% | +16.6% |
| 6M | +18.3% | +92.6% | -74.2% | +11.2% |
| YTD | +49.1% | +122.5% | -73.4% | +38.0% |
| 1Y | +53.3% | +166.2% | -112.9% | +38.9% |
| 3Y | +22.2% | +577.2% | -555.0% | -5.4% |
| 5Y | +193.3% | +119.0% | +74.3% | +162.7% |
| All | +193.3% | +116.8% | +76.5% | +162.7% |
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