+475.2%
COR vs SMTC
+351.6%
+123.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.1% |
| 7D | +2.9% | +30.5% | -27.6% | +1.2% |
| 30D | +5.8% | -30.9% | +36.7% | +7.6% |
| 3M | +11.4% | -14.7% | +26.1% | +11.2% |
| 6M | +34.5% | -9.6% | +44.0% | +32.2% |
| YTD | +4.1% | +62.1% | -58.0% | -3.2% |
| 1Y | -3.1% | +66.6% | -69.7% | -10.2% |
| 3Y | +80.9% | +718.1% | -637.2% | +28.9% |
| 5Y | +195.1% | +32.8% | +162.3% | +178.3% |
| All | +475.2% | +351.6% | +123.6% | +332.2% |
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