+4,537.5%
COP vs SMTC
+48,322.4%
-43,784.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | +1.0% |
| 7D | -6.1% | -10.9% | +4.8% | -5.5% |
| 30D | +1.1% | -39.4% | +40.5% | +4.5% |
| 3M | +10.9% | -13.5% | +24.5% | +10.8% |
| 6M | +20.8% | -6.8% | +27.6% | +18.6% |
| YTD | +48.0% | +54.0% | -6.0% | +38.2% |
| 1Y | +58.5% | +50.8% | +7.7% | +47.9% |
| 3Y | +28.1% | +677.3% | -649.2% | -0.5% |
| 5Y | +120.5% | +28.7% | +91.7% | +95.2% |
| 10Y | +310.1% | +339.9% | -29.7% | +228.8% |
| All | +4,537.5% | +48,322.4% | -43,784.9% | +3,166.0% |
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