+110.7%
COP vs SMTC
+28.0%
+82.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +12.8% | -14.1% | -2.0% |
| 7D | -8.4% | -4.8% | -3.6% | -8.3% |
| 30D | +0.3% | -37.8% | +38.1% | +2.3% |
| 3M | +15.1% | -16.5% | +31.6% | +15.1% |
| 6M | +19.8% | -4.4% | +24.2% | +17.6% |
| YTD | +46.8% | +58.0% | -11.2% | +37.5% |
| 1Y | +59.7% | +62.0% | -2.3% | +49.0% |
| 3Y | +28.7% | +745.7% | -717.0% | -5.6% |
| 5Y | +110.7% | +29.0% | +81.7% | +98.8% |
| All | +110.7% | +28.0% | +82.7% | +98.8% |
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 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