+394.2%
COR vs SMTC
+516.8%
-122.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.5% |
| 7D | -4.8% | +17.5% | -22.4% | -5.9% |
| 30D | -3.7% | +21.3% | -25.0% | -5.2% |
| 3M | +14.3% | +3.1% | +11.2% | +13.0% |
| 6M | -8.5% | +81.7% | -90.2% | -14.4% |
| YTD | -4.4% | +115.9% | -120.4% | -12.0% |
| 1Y | +9.1% | +157.8% | -148.7% | -1.4% |
| 3Y | +85.2% | +557.3% | -472.1% | +39.5% |
| 5Y | +180.7% | +114.7% | +66.0% | +149.9% |
| All | +394.2% | +516.8% | -122.6% | +225.1% |
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