+4,492.0%
COP vs SMTC
+62,999.7%
-58,507.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.2% | -10.3% | -1.8% |
| 7D | +3.0% | +12.7% | -9.7% | +2.0% |
| 30D | +17.5% | +22.0% | -4.5% | +15.2% |
| 3M | +13.4% | -12.7% | +26.0% | +13.4% |
| 6M | +17.7% | +64.8% | -47.0% | +10.8% |
| YTD | +46.6% | +100.7% | -54.1% | +35.3% |
| 1Y | +44.6% | +146.9% | -102.3% | +30.6% |
| 3Y | +20.7% | +456.8% | -436.1% | -3.0% |
| 5Y | +185.0% | +89.2% | +95.8% | +146.9% |
| 10Y | +347.0% | +426.9% | -79.9% | +256.1% |
| All | +4,492.0% | +62,999.7% | -58,507.8% | +3,097.6% |
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 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