+17,451.9%
COR vs SMTC
+10,188.0%
+7,263.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +9.2% | -11.1% | -2.5% |
| 7D | +2.8% | +12.7% | -10.0% | +1.9% |
| 30D | +4.5% | +22.0% | -17.4% | +2.8% |
| 3M | +22.7% | -12.7% | +35.3% | +22.6% |
| 6M | -9.7% | +64.8% | -74.5% | -14.3% |
| YTD | -1.4% | +100.7% | -102.1% | -7.8% |
| 1Y | +13.9% | +146.9% | -133.0% | +4.7% |
| 3Y | +94.0% | +456.8% | -362.9% | +59.8% |
| 5Y | +184.0% | +89.2% | +94.8% | +150.9% |
| 10Y | +406.8% | +426.9% | -20.1% | +304.5% |
| All | +17,451.9% | +10,188.0% | +7,263.9% | +11,897.2% |
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 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