+420.1%
CORZ vs SMTC
+554.4%
-134.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.2% | -9.3% | -3.8% |
| 7D | +8.4% | +12.7% | -4.4% | +3.0% |
| 30D | -17.8% | +22.0% | -39.8% | -25.3% |
| 3M | -35.9% | -12.7% | -23.2% | -34.2% |
| 6M | +12.9% | +64.8% | -51.8% | -12.0% |
| YTD | +22.9% | +100.7% | -77.8% | -11.9% |
| 1Y | +31.4% | +146.9% | -115.5% | -13.9% |
| All | +420.1% | +554.4% | -134.3% | +127.5% |
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