+180.5%
COR vs SMTC
+110.0%
+70.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.0% | -11.9% | -1.8% |
| 7D | -1.9% | +22.9% | -24.8% | -1.8% |
| 30D | +1.5% | +16.6% | -15.1% | +1.6% |
| 3M | +18.7% | +2.4% | +16.3% | +18.9% |
| 6M | -9.0% | +98.3% | -107.3% | -9.8% |
| YTD | -3.3% | +120.7% | -124.0% | -4.1% |
| 1Y | +9.8% | +168.3% | -158.4% | +8.9% |
| 3Y | +87.4% | +571.7% | -484.3% | +81.9% |
| 5Y | +180.5% | +114.0% | +66.5% | +188.9% |
| All | +180.5% | +110.0% | +70.5% | +188.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling