+486.6%
COR vs SMTC
+334.8%
+151.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.0% |
| 7D | +2.4% | -10.9% | +13.3% | +2.9% |
| 30D | +7.7% | -39.4% | +47.1% | +10.4% |
| 3M | +7.5% | -13.5% | +21.0% | +7.2% |
| 6M | +34.1% | -6.8% | +41.0% | +31.4% |
| YTD | +3.9% | +54.0% | -50.1% | -3.0% |
| 1Y | -3.6% | +50.8% | -54.4% | -10.1% |
| 3Y | +80.5% | +677.3% | -596.8% | +29.2% |
| 5Y | +194.9% | +28.7% | +166.1% | +177.7% |
| 10Y | +486.6% | +339.9% | +146.7% | +356.2% |
| All | +486.6% | +334.8% | +151.8% | +356.2% |
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