+11.9%
COST vs SMTC
+70.8%
-58.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -12.9% | +15.6% | +2.0% |
| 7D | +6.6% | -24.5% | +31.1% | +5.2% |
| 30D | +13.5% | -42.5% | +55.9% | +11.0% |
| 3M | +10.6% | -14.1% | +24.7% | +10.0% |
| 6M | +3.6% | +3.6% | 0.0% | +2.8% |
| YTD | +22.1% | +50.6% | -28.5% | +21.3% |
| 1Y | +11.9% | +72.2% | -60.3% | +12.5% |
| All | +11.9% | +70.8% | -58.9% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling