+444.5%
CORZ vs SMTC
+619.6%
-175.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +10.0% | -5.3% | +0.7% |
| 7D | +16.6% | +22.9% | -6.4% | +6.9% |
| 30D | -10.9% | +16.6% | -27.5% | -17.1% |
| 3M | -31.0% | +2.4% | -33.4% | -33.6% |
| 6M | +26.0% | +98.3% | -72.2% | -8.9% |
| YTD | +28.6% | +120.7% | -92.0% | -11.3% |
| 1Y | +34.5% | +168.3% | -133.8% | -14.9% |
| All | +444.5% | +619.6% | -175.1% | +129.0% |
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